Creating shaded dial plots in python

I recently created a code for plotting shaded dials (figures that look like gauges or speedometers) in python and I thought I’d share my code here. The dials are well suited to plot things such as risk or maybe the probability of meeting a set of robustness criteria across a range of decision variables (shameless plug: if you’re at EWRI this week, come check out my talk: Conflicts in Coalitions, Wednesday morning at 8:30 in Northstar B for which I created these figures).

As hinted at above, I originally created the plot to show bivariate data, with one variable plotted as the location on the dial and the other as the color. You could also plot the same variable as both color and location if you wanted to emphasize the meaning of increasing value on the dial. An example dial created with the code is shown below.

Example custom dial. The above figure consists of two images, a dial plot (originally constructed from a pie plot) and a color bar, made as a separate image but using the same data.

The color distribution, location of arrow and labeling of the gauge and colorbar are all fully customizable. I created the figure by first making a pie chart using marplotlib, inscribing a small white circle in the middle and then cropping the image in half using the Python image processing library (PIL also known as Pillow). The arrow is created using the matplotlib “arrow” function and will point to a specified location on the dial. The code is created such that you can add an array of any length to specify your colors, the array does not have to be monotonic like the one shown above, but will accept any values between zero and one (if your data is not in this range I’d suggest normalizing).

Annotated code is below:

import matplotlib.pyplot as plt
from matplotlib import cm, gridspec
import numpy as np
import math
from PIL import Image
from mpl_toolkits.axes_grid1 import make_axes_locatable

# set your color array and name of figure here:
dial_colors = np.linspace(0,1,1000) # using linspace here as an example
figname = 'myDial'

# specify which index you want your arrow to point to
arrow_index = 750

# create labels at desired locations
# note that the pie plot ploots from right to left
labels = [' ']*len(dial_colors)*2
labels[25] = '100'
labels[250] = '75'
labels[500] = '50'
labels[750] = '25'
labels[975] = '0'

# function plotting a colored dial
def dial(color_array, arrow_index, labels, ax):
# Create bins to plot (equally sized)
size_of_groups=np.ones(len(color_array)*2)

# Create a pieplot, half white, half colored by your color array
white_half = np.ones(len(color_array))*.5
color_half = color_array
color_pallet = np.concatenate([color_half, white_half])

cs=cm.RdYlBu(color_pallet)
pie_wedge_collection = ax.pie(size_of_groups, colors=cs, labels=labels)

i=0
for pie_wedge in pie_wedge_collection[0]:
pie_wedge.set_edgecolor(cm.RdYlBu(color_pallet[i]))
i=i+1

# create a white circle to make the pie chart a dial
my_circle=plt.Circle( (0,0), 0.3, color='white')

# create the arrow, pointing at specified index
arrow_angle = (arrow_index/float(len(color_array)))*3.14159
arrow_x = 0.2*math.cos(arrow_angle)
arrow_y = 0.2*math.sin(arrow_angle)

# create figure and specify figure name
fig, ax = plt.subplots()

# make dial plot and save figure
dial(dial_colors, arrow_index, labels, ax)
ax.set_aspect('equal')
plt.savefig(figname + '.png', bbox_inches='tight')

# create a figure for the colorbar (crop so only colorbar is saved)
fig, ax2 = plt.subplots()
cmap = cm.ScalarMappable(cmap='RdYlBu')
cmap.set_array([min(dial_colors), max(dial_colors)])
cbar = plt.colorbar(cmap, orientation='horizontal')
cbar.ax.set_xlabel("Risk")
plt.savefig('cbar.png', bbox_inches='tight')
cbar = Image.open('cbar.png')
c_width, c_height = cbar.size
cbar = cbar.crop((0, .8*c_height, c_width, c_height)).save('cbar.png')

# open figure and crop bottom half
im = Image.open(figname + '.png')
width, height = im.size

# crop bottom half of figure
# function takes top corner &lt;span 				data-mce-type="bookmark" 				id="mce_SELREST_start" 				data-mce-style="overflow:hidden;line-height:0" 				style="overflow:hidden;line-height:0" 			&gt;&amp;#65279;&lt;/span&gt;and bottom corner coordinates
# of image to keep, (0,0) in python images is the top left corner
im = im.crop((0, 0, width+c_width, int(height/2.0))).save(figname + '.png')



Other ways of doing this from around the web

This code was my way of making a dial plot, and I think it works well for plotting gradients on the dial. In the course of writing this I came across a couple similar codes, I’m listing them below. They both have advantages if you want to plot a small number of colors on your dial but I had trouble getting them to scale.

Here’s an example that creates dials using matplotlib patches, this method looks useful for plotting a small number of categorical data, I like the customization of the labels: http://nicolasfauchereau.github.io/climatecode/posts/drawing-a-gauge-with-matplotlib/

Here’s another alternative using the plotly library, I like the aesthetics but if you’re unfamiliar with plotly there’s a lot to learn before you can nicely customize the final product: https://plot.ly/python/gauge-charts/

Creating Dendrograms in R

A dendrogram is an effective way of visualizing results from hierarchical clustering. The purpose of this post is to show how to make a basic dendrogram in R and illustrate the ways in which one can add colors to dendrogram labels and branches to help identify key clustering drivers. Making dendrograms in R is quite straightforward. However, customizing a dendrogram is not so straightforward, so this post shows some tricks that I learned and should help expedite the process!

First and foremost, your data must be in an appropriate from for hierarchical clustering to be conducted. Table 1 shows an example of how your data can be set up. Four different spatial temperatures projected by CMIP5 models are shown along with various attributes that could be potential driving forces behind clustering: the institution at which the model comes from, the RCP (radiative forcing scenario) used in the model, and the initial conditions with which the model was run.

Table 1: Model Attributes

At this point, it is helpful to add the model names as the row names (shown in the leftmost column) of your data frame, otherwise the dendrogram function will use the row number as a label on the dendrogram which can make it hard to interpret the clustering results.

Next, create a distance matrix, which will be composed of Euclidean distances between pairs of model projections. This is what clustering will be based on. We first create a new data frame composed of just the temperature values (shown below) by removing columns from the Model Attributes table.

Table 2: Temperature Projections

The following code can be used to create Table 2 from the original table and then the distance matrix.


#Create a new data frame with just temperature values

just_temperature=Model_Attributes[ -c(1:4) ]

#Create a distance matrix

d=dist(just_temperature)



Now, one can make the clustering diagram. Here I chose to use complete linkage clustering as the agglomeration method and wanted my dendrogram to be horizontal.


#Perform clustering

#Adjust dimensions of dendrogram so that it fits in plotting window

par(mar=c(3,4,1,15))



And that’s it! Here is the most basic dendrogram.

Figure 1: Dendrogram

Now for customization. You will first need to install the “dendextend” library in R.

We have 11 institutions that the models can come from and we want to visualize if institution has some impact on clustering, by assigning a color to the label. Here we use the rainbow color palette to assign each model a color and then replot the dendrogram.


library(dendextend)

#Create a vector of colors with one color for each institution

col=rainbow(max(Model_Attributes$Institution)) #Add colors to the ordered dendrogram labels_colors(complete_linkage_cluster)= col[Model_Attributes$Institution][order.dendrogram(complete_linkage_cluster)]

#Replot the dendrogram

par(mar=c(3,4,1,15)) #Dendrogram parameters



Figure 2: Dendrogram with Colored Labels

Now suppose we wanted to change the branch colors to show what RCP each model was run with. Here, we assign a color from the rainbow palette to each of the four RCPs and add it to the dendrogram.


col=rainbow(max(Model_Attributes$RCP)) col_branches= col[Model_Attributes$RCP][order.dendrogram(complete_linkage_cluster)]

par(mar=c(3,4,1,15))
plot(colored_dendrogram,horiz =TRUE)



Figure 3: Dendrogram with Colored Labels and Colored Branches

Now finally, we can change the node shapes to reflect the initial condition. There are 10 total initial conditions, so we’re going to use the first 10 standard pch (plot character) elements to represent the individual nodes.


pch=c(1:max(Model_Attributes$Initial_Conditions)) nodes=pch[Model_Attributes$Initial_Conditions[order.dendrogram(complete_linkage_cluster)]
nodePar = list(lab.cex = 0.6, pch = c(NA,19),cex = 0.7, col = "black") #node parameters

dend1 = colored_dendrogram %>% set("leaves_pch", c(nodes))

par(mar=c(3,4,1,15))
plot(dend1,horiz =TRUE)



Figure 4: Dendrogram with Colored Labels, Colored Branches, and Node Shapes

And that’s how you customize a dendrogram in R!

Creating parallel axis plots with multiple datasets, color gradients, and brushing in Python

Parallel axis plots (here is a good description of what they are) are a relatively recent development in the plotting world, so it is no surprise that there is no implementations of it with more than basic functionalities in the major plotting packages available online. Over the past couple of days I then created my own implementation of parallel axis plots in Python using Matplotlib Pandas’ and Plot.ly’s implementation get cumbersome when the user tries to apply brushing and multiple color gradients  to create versatile, high-resolution and story-telling plots for my next papers and presentations. This implementation allows for:

• Plotting multiple datasets,
• Displaying dataset names,
• Choosing columns to be plot,
• Coloring each dataset based on a column and a different Matplotlib color map,
• Specifying ranges to be plotted,
• Inverting multiple axis,
• Brushing by intervales in multiple axis,
• Choosing different fonts for title and rest of the plot, and
• Export result as a figure file or viewing plot in Matplotlib’s interactive window.

The source code can be found here, and below is an example of how to use it:

import numpy as np
from plotting.parallel_axis import paxis_plot
from matplotlib.colors import LinearSegmentedColormap
from matplotlib import cm

bu_cy = LinearSegmentedColormap.from_list('BuCy', [(0, 0, 1), (0, 1, 1)])
bu_cy_r = bu_cy.reversed()

data1 = np.random.normal(size=(100, 8))
data2 = np.random.normal(size=(100, 8))
columns_to_plot = [0, 1, 3, 5, 7]
color_column = 0
axis_labels = ['axes ' + str(i) for i in range(8)]
dataset_names = ['Data set 1', 'Data set 2']
plot_ranges = [[-3.5, 3.5]] * 3 + [[-2.9, 3.1]] + [[-3.5, 3.5]] * 4
axis_to_invert = [1, 5]
brush_criteria = {1: [-10., 0.], 7: [10., 0.]}

paxis_plot((data1, data2),
columns_to_plot,
color_column,
[bu_cy_r, cm.get_cmap('autumn_r')],
axis_labels,
'Title Here',
dataset_names,
axis_ranges=plot_ranges,
fontname_title='Gill Sans MT',
fontname_body='CMU Bright',
file_name='test.png',
axis_to_invert=axis_to_invert,
brush_criteria=brush_criteria)


The output of this script should be a file named “test.png” that looks similar to the plot below:

Logistic Regression for Scenario Discovery

As most of you probably know, scenario discovery is an exploratory modeling approach [Bankes, 1993] that involves stress-testing proposed policies over plausible future “states of the world” (SOWs) to discover conditions under which those policies would fail to meet performance goals [Bryant and Lempert, 2010]. The scenario discovery process is therefore an exercise in statistical classification. Two commonly used methods used for the scenario discovery process are the Patient Rule Induction Method (PRIM; Friedman and Fisher [1999]) and Classification and Regression Trees (CART; Breiman et al. [1984]), both of which are included in the OpenMORDM R package and Rhodium Python package.

Another commonly used method in classification that hasn’t been given much attention in the scenario discovery literature is logistic regression. Logistic regression models estimate the probability that an event is classified as a success (1) as opposed to a failure (0) as a function of different covariates. This allows for the definition of “safe operating spaces,” or factor combinations leading to success, based on the probability with which one would like to be able to achieve the specified performance goal(s). We may not know the probability that a particular SOW will occur, but through the logistic regression we can estimate the probability of success in that SOW should it occur. The logistic regression can also identify which factors most influence a policy’s ability to meet those performance goals.

This blog post will illustrate how to build logistic regression models in Python for scenario discovery using the Red River basin as an example. Here we are interested in determining under what streamflow and demand characteristics reservoir operating policies are unable to protect Hanoi from the 100-yr flood. We assume operators want to ensure protection to this event with at least 95% reliability and use logistic regression to estimate under what combination of streamflow and demand characteristics they will be able to do so.

The form of the logistic regression model is given by Equation 1, where pi represents the probability that performance in the ith SOW is classified as a success and Xi represents a vector of covariates (in this case, streamflow and demand characteristics) describing the ith SOW:

1) $\ln\Bigg(\frac{p_i}{1-p_i}\Bigg) = \mathbf{X_i^\intercal}\mathbf{\beta}$.

The coefficients, $\mathbf{\beta}$, on the covariates are estimated using Maximum Likelihood Estimation.

To determine which streamflow and demand characteristics are most important in explaining successes and failures, we can compare the McFadden’s pseudo-R2 values associated with different models that include different covariates. McFadden’s pseudo-R2, $R_{McFadden}^2$, is given by Equation 2:

2) $R_{McFadden}^2 = 1 - \frac{\ln \hat{L}(M_{Full})}{\ln \hat{L}(M_{Intercept})}$

where $\ln \hat{L}(M_{Full})$ is the log-likelihood of the full model and $\ln \hat{L}(M_{Intercept})$ is the log-likelihood of the intercept model, i.e. a model with no covariates beyond the intercept. The intercept model therefore predicts the mean probability of success across all SOWs. $R_{McFadden}^2$ is a measure of improvement of the full model over the intercept model.

A common approach to fitting regression models is to add covariates one-by-one based on which most increase R2 (or in this case, $R_{McFadden}^2$), stopping once the increase of an additional covariate is marginal. The covariate that by itself most increases $R_{McFadden}^2$ is therefore the most important in predicting a policy’s success. To do this in Python, we will use the library statsmodels.

Imagine we have a pandas dataframe, dta that includes n columns of streamflow and demand characteristics describing different SOWs (rows) and a final column of 0s and 1s representing whether or not the policy being evaluated can provide protection to the 100-yr flood in that SOW (0 for no and 1 for yes). Assume the column of 0s and 1s is the last column and it is labeled Success. We can find the value of $R_{McFadden}^2$ for each covariate individually by running the following code:

import pandas as pd
import statsmodels.api as sm
from scipy import stats

# deal with fact that calling result.summary() in statsmodels.api
# calls scipy.stats.chisqprob, which no longer exists
stats.chisqprob = lambda chisq, df: stats.chi2.sf(chisq, df)

def fitLogit(dta, predictors):
# concatenate intercept column of 1s
dta['Intercept'] = np.ones(np.shape(dta)[0])

# get columns of predictors
cols = dta.columns.tolist()[-1:] + predictors

#fit logistic regression
logit = sm.Logit(dta['Success'], dta[cols])
result = logit.fit()

return result

n = len(dta.columns) - 1
for i in range(n):
predictors = dta.columns.tolist()[i:(i+1)]
result = fitLogit(dta, predictors)
print(result.summary())



A sample output for one predictor, Col1 is shown below. This predictor has a pseudo-R2 of 0.1138.

Once the most informative predictor has been determined, additional models can be tested by adding more predictors one-by-one as described above. Suppose that through this process, one finds that the first 3 columns of dta (Col1,Col2 and Col3) are the most informative for predicting success on providing protection to the 100-yr flood, while the subsequent columns provide little additional predictive power. We can use this model to visualize the probability of success as a function of these 3 factors using a contour map. If we want to show this as a 2D projection, the probability of success can only be shown for combinations of 2 of these factors. In this case, we can hold the third factor constant at some value, say its base value. This is illustrated in the code below, which also shows a scatter plot of the SOWs. The dots are shaded light blue if the policy succeeds in providing protection to the 100-yr flood in that world, and dark red if it does not.


import numpy as np
import matplotlib.pyplot as plt
import matplotlib as mpl
import seaborn as sns
import pandas as pd
import statsmodels.api as sm

def fitLogit(dta, predictors):
# concatenate intercept column of 1s
dta['Intercept'] = np.ones(np.shape(dta)[0])

# get columns of predictors
cols = dta.columns.tolist()[-1:] + predictors

#fit logistic regression
logit = sm.Logit(dta['Success'], dta[cols])
result = logit.fit()

return result

def plotContourMap(ax, result, constant, dta, contour_cmap, dot_cmap, levels, xgrid, ygrid, \
xvar, yvar, base):

# find probability of success for x=xgrid, y=ygrid
X, Y = np.meshgrid(xgrid, ygrid)
x = X.flatten()
y = Y.flatten()
if constant == 'x3': # 3rd predictor held constant at base value
grid = np.column_stack([np.ones(len(x)),x,y,np.ones(len(x))*base[2]])
elif constant == 'x2': # 2nd predictor held constant at base value
grid = np.column_stack([np.ones(len(x)),x,np.ones(len(x))*base[1],y])
else: # 1st predictor held constant at base value
grid = np.column_stack([np.ones(len(x)),np.ones(len(x))*base[0],x,y])

z = result.predict(grid)
Z = np.reshape(z, np.shape(X))

contourset = ax.contourf(X, Y, Z, levels, cmap=contour_cmap)
ax.scatter(dta[xvar].values, dta[yvar].values, c=dta['Success'].values, edgecolor='none', cmap=dot_cmap)
ax.set_xlim(np.min(X),np.max(X))
ax.set_ylim(np.min(Y),np.max(Y))
ax.set_xlabel(xvar,fontsize=24)
ax.set_ylabel(yvar,fontsize=24)
ax.tick_params(axis='both',labelsize=18)

return contourset

# build logistic regression model with first 3 columns of predictors from dta
predictors = dta.columns.tolist()[0:3]
result = fitLogit(dta, predictors)

# define color map for dots representing SOWs in which the policy
# succeeds (light blue) and fails (dark red)
dot_cmap = mpl.colors.ListedColormap(np.array([[227,26,28],[166,206,227]])/255.0)

# define color map for probability contours
contour_cmap = mpl.cm.get_cmap(‘RdBu’)

# define probability contours
contour_levels = np.arange(0.0, 1.05,0.1)

# define grid of x (1st predictor), y (2nd predictor), and z (3rd predictor) dimensions
# to plot contour map over
xgrid = np.arange(-0.1,1.1,0.01)
ygrid = np.arange(-0.1,1.1,0.01)
zgrid = np.arange(-0.1,1.1,0.01)

# define base values of 3 predictors
base = [0.5, 0.5, 0.5]

fig = plt.figure()
# plot contour map when 3rd predictor ('x3') is held constant
plotContourMap(ax, result, 'x3', dta, contour_cmap, dot_cmap, contour_levels, xgrid, ygrid, \
'Col1', 'Col2', base)
# plot contour map when 2nd predictor ('x2') is held constant
contourset = plotContourMap(ax, result, 'x2', dta, contour_cmap, dot_cmap, contour_levels, xgrid, zgrid, \
'Col1', 'Col3', base)

cbar_ax = fig.add_axes([0.85, 0.15, 0.05, 0.7])
cbar = fig.colorbar(contourset, cax=cbar_ax)
cbar_ax.set_ylabel('Probability of Success',fontsize=20)
yticklabels = cbar.ax.get_yticklabels()
cbar.ax.set_yticklabels(yticklabels,fontsize=18)
fig.set_size_inches([14.5,8])
fig.savefig('Fig1.png')
fig.clf()



This produces the following figure:

We can also use the probability contours discovered above to define “safe operating spaces” as combinations of these 3 factors under which the evaluated policy is able to succeed in providing protection to the 100-yr flood with some reliability, say 95%. The hyperplane of factor combinations defining that 95% probability contour can be determined by setting p to 0.95 in Equation 2. Again, to plot 2-D projections of that hyperplane, the values of the other covariates can be held constant at their base values. The code below illustrates how to do this with a 95% boundary.


# define colormap for classifying boundary between failure and success
class_cmap = mpl.colors.ListedColormap(np.array([[251,154,153],[31,120,180]])/255.0)

# define probability cutoff between failure and success
class_levels = [0.0, 0.95, 1.0]

fig = plt.figure()
# plot contour map when 3rd predictor ('x3') is held constant
plotContourMap(ax, result, 'x3', dta, class_cmap, dot_cmap, class_levels, xgrid, ygrid, \
'Col1', 'Col2', base)

# plot contour map when 2nd predictor ('x2') is held constant
plotContourMap(ax, result, 'x2', dta, class_cmap, dot_cmap, class_levels, xgrid, zgrid, \
'Col1', 'Col3', base)

fig.set_size_inches([14.5,8])
fig.savefig('Fig2.png')
fig.clf()



This produces the following figure, where the light red region is the parameter ranges in which the policy cannot provide protection to the 100-yr flood with 95% reliability, and the dark blue region is the “safe operating space” in which it can.

All code for this example can be found here.

Using HDF5/zlib compression in NetCDF4, part 2: testing the compression settings

There has been a previous post, courtesy of Greg Garner, on why HDF5/zlib compression matters for NetCDF4. That post featured a plot that showed how much you could compress your data when increasing the compression level. But the fine print also acknowledged that this data was for a pretty idealized dataset. So how much should you compress your data in a real-world application? How can you test what your trade-off really is between compression and computing time?

Follow this 4-step process to find out!

I’ll be illustrating this post using my own experience with the Water Balance Model (WBM), a model developed at the University of New Hampshire and that has served for several high-profile papers over the years (including Nature and Science). This is the first time that this model, written in Perl, is being ported to another research group, with the goal of exploring its behavior when running large ensembles of inputs (which I am starting to do! Exciting, but a story for another post).

There is a lot of different software for creating NetCDF data. Depending on the situation, you may have a say on which to use, or be already using the tool that comes with the software suite you are working with. Of course, in the latter case, you can always change the tools. But reasonable a first step before that is to test them. Ergo, look up the documentation for the software you are using, to see how you can control compression on them.

Here, WBM uses the PDL::NetCDF Perl library, which has useful functions for adding data to a NetCDF file after every time step the model runs. Contrary to Greg’s post that uses C and where there are two flags (“shuffle” and “deflate”) and a compression level parameter (“deflate_level”), for PDL::NetCDF there are only two parameters. The SHUFFLE flag is the equivalent in Perl of the “shuffle” flag in C. The DEFLATE Perl parameter ihas integer values from 0 to 9, with a value 0 being equivalent to the C-flag “deflate” being turned off, and any value from 1 to 9 being equivalent to the “deflate”C-flag being on, the value of DEFLATE being then equivalent to the value of the “deflate_level” parameter in Greg’s post. Therefore, the DEFLATE variable from the PDL::NetCDF library in Perl lumps together the parameters “deflate” and “deflate_level” used in C.

I then located the DEFLATE and SHUFFLE variables within the auxiliary functions of the WBM. In the function write_nc, the following two lines of codes are key:

 my $deflate = set_default($$options{DEFLATE},1); # NetCDF4 deflate (compression) parameter</pre> my shuffle = set_default($$options{SHUFFLE},0); # NetCDF4 shuffle parameter  Step 2. Set up a test protocol This builds on Greg’s idea of recording time and resulting file size for all compression level. Here we are interested in these quantities for full-scale model runs, and not just for the generation of a single NetCDF dataset. In this case therefore, we want to contrast the default setting above with stronger compression settings, for ensemble runs of WBM on the Cube (the local HPC cluster). For a better comparison, let us place ourselves in the conditions in which ensemble runs will be made. Runs will use all 16 cores of a Cube node, therefore for each compression setting, this experiment runs 16 instances of the WBM on a single node. Each of the 16 instances runs on a single core. All WBM runs are identical so the only differences between run times and result file size come from compression settings. Compression settings for (SHUFFLE,DEFLATE) are (0,1) by default, and we compare that with all settings from (1,1) to (1,9). Step 3. Run experiment, get results Here are the results from this experiment. Results consider 47 output fields for WBM runs with a daily time-step for 8 years (2009-2016), plus 5 years of warmup (this is pretty common for hydrological models). All this in a spatial mesh of 148,500 grid cells. A folder containing binaries for a single input variable, for this time span and spatial coverage, has a size of 3.1GB. Therefore, the expected size for 47 variables in binary format is 146Go. Let us compare with our results: As one can see the presence of the shuffle flag or the value of the deflate parameter have little influence on the size of the results files. Compressed results are 3 to 4 time smaller than binaries, which highlights the interest of compressing, but also means we do not have the order(s) of magnitude differences reported by Greg’s blog post. This is mainly because the binary format used for WBM inputs is much more efficient than the uncompressed ASCII that Greg used in his experiment. For a deflate parameter of 9, there is an apparent problem within the PDL library, and no output (note that a single-core run with shuffle=0 and deflate=9 did not lead to a similar problem). Step 4. Conclude on compression parameters Here the epxerimental setup has shown that carefully selecting the output fields will save more space than fine-tuning NetCDF compression parameters. For instance, some of the 47 output fields above are fully redundant with others. Others are residual fields, and the only interest of looking them up is to verify that a major development within the WBM code did not mess up with the overall water balance. More generally, the effects of compression are situation-specific and are not as great when there is no obvious regularity in the data (as is often the case with outputs from large models), or when the binary format used is already much better than ASCII. This said, NetCDF still occupies much less space than binaries, and is much easier to handle: WBM outputs are contained in one file per year (8 files total) with very useful metadata info… Launching Jupyter Notebook Using an Icon/Shortcut in the Current Working Directory Folder A petty annoyance I’ve encountered when wanting to open Jupyter Notebook (overview) is that I couldn’t find a way to instantly open it in my current Windows Explorer window. While one trick you can use to open the Command Prompt in this folder is by typing ‘cmd’ in the navigation bar above (shown below) and pressing Enter/Return, I wanted to create a shortcut or icon I could double-click in any given folder and have it open Jupyter Notebook in that same working directory. This method allows you to drag-and-drop the icon you create into any folder and have it launch Jupyter Notebook from the new folder. It works for Windows 7, 8, and 10. Please feel free to let me know if you encounter any errors! A great application for this shortcut may be to include this shortcut in GitHub folders where you wish to direct someone to launch Jupyter Notebook with minimal confusion. Just direct them to double-click on the icon and away they go! Creating Your Own Jupyter Notebook Shortcut To begin, we must have already installed Jupyter Notebook or Jupyter Lab. Next, navigate to the folder we want to create your shortcut. Right-click, select ‘New’, then create a shortcut. In the Create Shortcut Windows prompt, type the location of the item you want the Shortcut Icon to direct to. In this case, we are wanting direct this shortcut to the Command Prompt and have it run the command to open Jupyter Notebook. Copy/paste or type the following into the prompt: cmd /k “jupyter notebook” Note that cmd will change to the location of the Command Prompt executable file (e.g. C:\Windows\System32\cmd.exe), and ‘/k’ keeps the Command Prompt window open to ensure Jypyter Notebook does not crash. You can edit the command in the quotation marks to any command you would want, but in this case ‘jupyter notebook’ launches an instance of Jupyter Notebook. You can then save this shortcut with whatever name you wish! At this point, double-clicking the shortcut will open Jupyter Notebook in a static default directory (e.g. ‘C:\Windows\system32’). To fix this, we need to ensure that this shortcut instead directs to the current working directory (the location of the shortcut). Next, we need to edit the location where the Command Prompt will run in. Right-click on your newly-created icon and select ‘Properties’ at the bottom of the menu to open the window shown on the left. One thing to note is that the ‘Target’ input is where we initially put in our ‘location’ prompt from above. At this point, change the ‘Start in:’ input (e.g. ‘C:\Windows\system32’) to the following: %cd% By changing this input, instead of starting the Command Prompt in a static default directory, it instead starts the command prompt in the current working directory for the shortcut. At this point, you’re finished! You can drag and drop this icon to any new folder and have Jupyter Notebook start in that new folder. If you wish to download a copy of the shortcut from Dropbox. Note that for security reasons, most browsers, hosting services, and email services will rename the file from ‘jupyter_notebook_shortcut.lnk’ to ‘jupyter_notebook_shortcut.downloads’. Many thanks to users on superuser for helping develop this solution! Please let me know if you have any questions, comments, or additional suggestions on applications for this shortcut! A Deeper Dive into Principal Component Analysis This post is meant to be a continuation of Dave Gold’s introductory post on Principal Component Analysis, which is an excellent explanation on how to conduct a PCA and visualize the principal components. The goal of this post is to elaborate on how to proceed after you have conducted a PCA and to address some common questions and concerns associated with the method. Performing a PCA in R Often times, you will perform a PCA on large datasets that contain many variables and/or many observations. One such dataset that will be used as an example is the Living Blended Drought Atlas (LBDA) which is a reconstruction of the Palmer Drought Severity Index (PDSI) over the contiguous United States from 1473-2005. This dataset contains 4968 columns, or variables, each of which is a grid cell over the U.S., and 533 rows, each of which is a yearly observation. We will call this dataset, X. In matrix notation, we will denote the PCA analysis formula as: U=XW (1) where X is the dataset, W is the weighting matrix, whose columns are the key patterns in the data, and U is the matrix whose columns are the resulting principal components (PCs). You can perform a PCA on this dataset with a single function in R, prcomp.  PCA=prcomp(X, scale=TRUE/FALSE)  The first input into the function is your data matrix and the second input is used to declare if your dataset should be scaled to have a unit variance before the PCA is conducted. There are various other inputs into the function, listed here, that can be included if necessary. prcomp returns three sets of results in a list that we have called “PCA”: 1. sdev: the standard deviations of the principal components (if you square them, you get the eigenvalues of the covariance/correlation matrix) 2. rotation: the loading matrix whose columns are the eigenvectors (W in the equation above) 3. x: the rotated data or your PCs (The columns of U in the equation above) And that’s it! You have the results of the PCA. Now comes the more difficult part: interpreting them. How do I choose how many PCs to keep? The dimensions associated with equation (1) are as follows: U=XW (nxk)=(nxk)(kxk) If the number of observations is much larger than the number of variables in the dataset, i.e. n>>k, then the PCA will return k distinct eigenvectors. In our case, since n is smaller than our number of variables, the most non-zero eigenvectors that the PCA will return is n. Either way, we have many supposedly distinct patterns. How do we decide how many of those patterns to keep? The answer is not always clear and most often subjective and case-dependent. One common tool used is a scree plot or an eigenvalue spectrum. Scree Plot Each column of our W matrix is a distinct, independent pattern, also called an empirical orthogonal function (EOF). Each EOF is responsible for explaining some amount of variance in the dataset. A scree plot, shown in Figure 1, allows you visualize this variance breakdown. Figure 1: Scree Plot On the x-axis of the scree plot is the EOF (we’ve chosen to keep 10) and on the y-axis is the total variance explained by that EOF. Each variance is equivalent to the eigenvalue associated with its respective eigenvector. You can find the eigenvalues/variances by squaring of the results of sdev that is returned by prcomp. Generally speaking, one can look for the “elbow” of the scree plot to determine at what point to truncate the EOFs and retain up to the EOF before the elbow. At about the 5th EOF, the graph starts to level off and all subsequent EOFs start to contribute about the same amount of variance. Therefore, the elbow of the graph is located at about the 5th EOF and you will retain the first 4 EOFs. North’s Rule of Thumb North’s Rule of Thumb is more of a precise way of truncating and involves creating confidence intervals around your estimates of the variance. The rule states that you should truncated EOFs only when the confidence intervals of the variances start to intersect. At this point, the eigenvectors are considered too close to be interpretable and spacing might be due to sampling error rather than a clear distinction between the variances [1]. Rotated EOFs At some point, your EOFs might start to exhibit patterns that can be hard to interpret or attribute to a physical phenomenon. It is not uncommon for these types of patterns to result from pure noise in your data, especially if you are analyzing latter EOFs that explain a very small amount of the variance [2]. Rotating EOFs is a practice that is done to simplify the patterns obtained in EOFs and make them more interpretable. A varimax orthogonal rotation can be used to determine an optimum rotation matrix that maximizes the variance in the columns of W. The variance of the columns is maximized by driving some of the loadings to zero and trying to maximize the values of other loadings. In R, this is done using the varimax function.  my.varimax=varimax(PCA$rotation[,1:10])

In the above command, my input is the first 10 EOFs from the original weighting matrix. The result, my.varimax, is a list with the following components: