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Jakob Runge committed Jul 31, 2017
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20 changes: 17 additions & 3 deletions docs/_modules/tigramite/independence_tests.html
Original file line number Diff line number Diff line change
Expand Up @@ -1473,8 +1473,17 @@ <h1>Source code for tigramite.independence_tests</h1><div class="highlight"><pre

<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">gp_version</span> <span class="o">==</span> <span class="s1">&#39;old&#39;</span><span class="p">:</span>
<span class="c1"># Old GP failed for ties in the data</span>
<span class="n">z</span> <span class="o">+=</span> <span class="mf">1E-10</span> <span class="o">*</span> <span class="n">numpy</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">rand</span><span class="p">(</span><span class="o">*</span><span class="n">z</span><span class="o">.</span><span class="n">shape</span><span class="p">)</span>
<span class="n">target_series</span> <span class="o">+=</span> <span class="mf">1E-10</span> <span class="o">*</span> <span class="n">numpy</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">rand</span><span class="p">(</span><span class="o">*</span><span class="n">target_series</span><span class="o">.</span><span class="n">shape</span><span class="p">)</span>
<span class="k">def</span> <span class="nf">remove_ties</span><span class="p">(</span><span class="n">series</span><span class="p">,</span> <span class="n">verbosity</span><span class="o">=</span><span class="mi">0</span><span class="p">):</span>
<span class="c1"># Test whether ties exist and add noise to destroy ties...</span>
<span class="n">cnt</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">while</span> <span class="nb">len</span><span class="p">(</span><span class="n">numpy</span><span class="o">.</span><span class="n">unique</span><span class="p">(</span><span class="n">series</span><span class="p">))</span> <span class="o">&lt;</span> <span class="n">numpy</span><span class="o">.</span><span class="n">size</span><span class="p">(</span><span class="n">series</span><span class="p">):</span>
<span class="n">series</span> <span class="o">+=</span> <span class="mf">1E-6</span> <span class="o">*</span> <span class="n">numpy</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">rand</span><span class="p">(</span><span class="o">*</span><span class="n">series</span><span class="o">.</span><span class="n">shape</span><span class="p">)</span>
<span class="n">cnt</span> <span class="o">+=</span> <span class="mi">1</span>
<span class="k">if</span> <span class="n">cnt</span> <span class="o">&gt;</span> <span class="mi">100</span><span class="p">:</span> <span class="k">break</span>
<span class="k">return</span> <span class="n">series</span>

<span class="n">z</span> <span class="o">=</span> <span class="n">remove_ties</span><span class="p">(</span><span class="n">z</span><span class="p">)</span> <span class="c1">#z += 1E-3 * numpy.random.rand(*z.shape)</span>
<span class="n">target_series</span> <span class="o">=</span> <span class="n">remove_ties</span><span class="p">(</span><span class="n">target_series</span><span class="p">)</span> <span class="c1">#target_series += 1E-3 * numpy.random.rand(*target_series.shape)</span>

<span class="n">gp</span> <span class="o">=</span> <span class="n">gaussian_process</span><span class="o">.</span><span class="n">GaussianProcess</span><span class="p">(</span>
<span class="n">nugget</span><span class="o">=</span><span class="mf">1E-1</span><span class="p">,</span>
Expand Down Expand Up @@ -1508,7 +1517,12 @@ <h1>Source code for tigramite.independence_tests</h1><div class="highlight"><pre
<span class="o">**</span><span class="n">params</span><span class="p">)</span>

<span class="n">gp</span><span class="o">.</span><span class="n">fit</span><span class="p">(</span><span class="n">z</span><span class="p">,</span> <span class="n">target_series</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">))</span>
<span class="c1"># print kernel, alpha, gp.kernel_, gp.alpha_</span>

<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">verbosity</span> <span class="o">&gt;</span> <span class="mi">3</span> <span class="ow">and</span> <span class="bp">self</span><span class="o">.</span><span class="n">gp_version</span> <span class="o">==</span> <span class="s1">&#39;new&#39;</span><span class="p">:</span>
<span class="nb">print</span><span class="p">(</span><span class="n">kernel</span><span class="p">,</span> <span class="n">alpha</span><span class="p">,</span> <span class="n">gp</span><span class="o">.</span><span class="n">kernel_</span><span class="p">,</span> <span class="n">gp</span><span class="o">.</span><span class="n">alpha</span><span class="p">)</span>

<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">verbosity</span> <span class="o">&gt;</span> <span class="mi">3</span> <span class="ow">and</span> <span class="bp">self</span><span class="o">.</span><span class="n">gp_version</span> <span class="o">==</span> <span class="s1">&#39;old&#39;</span><span class="p">:</span>
<span class="nb">print</span><span class="p">(</span><span class="n">gp</span><span class="o">.</span><span class="n">get_params</span><span class="p">)</span>

<span class="k">if</span> <span class="n">return_likelihood</span><span class="p">:</span>
<span class="n">likelihood</span> <span class="o">=</span> <span class="n">gp</span><span class="o">.</span><span class="n">log_marginal_likelihood</span><span class="p">()</span>
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