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Merge pull request #206 from jakobrunge/developer
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Developer
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@jakobrunge
jakobrunge authored Apr 9, 2022
2 parents a105fa8 + 3d33b8f commit 5dafeaa
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365 changes: 333 additions & 32 deletions docs/_build/html/_modules/tigramite/causal_effects.html
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21 changes: 9 additions & 12 deletions docs/_build/html/_modules/tigramite/data_processing.html
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Expand Up @@ -252,6 +252,8 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="n">max_lag</span> <span class="o">=</span> <span class="mi">2</span><span class="o">*</span><span class="n">tau_max</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;max_lag&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="nb">abs</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">XYZ</span><span class="p">)[:,</span> <span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">())</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;tau_max&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="n">tau_max</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;max_lag_or_tau_max&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="nb">abs</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">XYZ</span><span class="p">)[:,</span> <span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">()),</span> <span class="n">tau_max</span><span class="p">)</span>
<span class="k">else</span><span class="p">:</span>
Expand All @@ -269,7 +271,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="c1"># Setup and fill array with lagged time series</span>
<span class="n">time_length</span> <span class="o">=</span> <span class="n">T</span> <span class="o">-</span> <span class="n">max_lag</span>
<span class="n">array</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">dim</span><span class="p">,</span> <span class="n">time_length</span><span class="p">),</span> <span class="n">dtype</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">values</span><span class="o">.</span><span class="n">dtype</span><span class="p">)</span>
<span class="c1"># Note, lags are negative here</span>
<span class="c1"># Note, lags are negative or zero here</span>
<span class="k">for</span> <span class="n">i</span><span class="p">,</span> <span class="p">(</span><span class="n">var</span><span class="p">,</span> <span class="n">lag</span><span class="p">)</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">XYZ</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">array</span><span class="p">[</span><span class="n">i</span><span class="p">,</span> <span class="p">:]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">values</span><span class="p">[</span><span class="n">max_lag</span> <span class="o">+</span> <span class="n">lag</span><span class="p">:</span><span class="n">T</span> <span class="o">+</span> <span class="n">lag</span><span class="p">,</span> <span class="n">var</span><span class="p">]</span>
Expand All @@ -285,17 +287,11 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="n">missing_anywhere</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">where</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">any</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">isnan</span><span class="p">(</span><span class="n">array</span><span class="p">),</span> <span class="n">axis</span><span class="o">=</span><span class="mi">0</span><span class="p">))[</span><span class="mi">0</span><span class="p">])</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">remove_missing_upto_maxlag</span><span class="p">:</span>
<span class="k">for</span> <span class="n">tau</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">max_lag</span><span class="o">+</span><span class="mi">1</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">missing_anywhere</span> <span class="o">+</span> <span class="n">tau</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">delete</span><span class="p">[</span><span class="n">delete</span> <span class="o">&lt;</span> <span class="n">time_length</span><span class="p">]</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">delete</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span><span class="p">]</span> <span class="o">+</span> <span class="n">tau</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">missing_anywhere</span> <span class="o">+</span> <span class="n">tau</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">delete</span><span class="p">[</span><span class="n">delete</span> <span class="o">&lt;</span> <span class="n">time_length</span><span class="p">]</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">delete</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span><span class="p">]]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>

<span class="c1"># Use the mask override if needed</span>
<span class="n">_use_mask</span> <span class="o">=</span> <span class="n">mask</span>
Expand Down Expand Up @@ -323,6 +319,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="k">for</span> <span class="n">idx</span><span class="p">,</span> <span class="n">cde</span> <span class="ow">in</span> <span class="n">index_code</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
<span class="c1"># Check if the letter index is in the mask type</span>
<span class="k">if</span> <span class="p">(</span><span class="n">mask_type</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">and</span> <span class="p">(</span><span class="n">idx</span> <span class="ow">in</span> <span class="n">mask_type</span><span class="p">):</span>
<span class="nb">print</span><span class="p">(</span><span class="n">idx</span><span class="p">,</span> <span class="n">cde</span><span class="p">,</span> <span class="n">xyz</span><span class="p">,</span> <span class="n">xyz</span> <span class="o">==</span> <span class="n">cde</span><span class="p">)</span>
<span class="c1"># If so, check if any of the data that correspond to the</span>
<span class="c1"># letter index is masked by taking the product along the</span>
<span class="c1"># node-data to return a time slice selection, where 0 means</span>
Expand All @@ -332,7 +329,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>

<span class="k">if</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">missing_flag</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">or</span> <span class="p">(</span><span class="n">_use_mask</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">):</span>
<span class="k">if</span> <span class="n">use_indices</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">&quot;No unmasked samples&quot;</span><span class="p">)</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">&quot;No unmasked samples!&quot;</span><span class="p">)</span>
<span class="n">array</span> <span class="o">=</span> <span class="n">array</span><span class="p">[:,</span> <span class="n">use_indices</span> <span class="o">==</span> <span class="mi">1</span><span class="p">]</span>

<span class="c1"># Print information about the constructed array</span>
Expand Down
4 changes: 2 additions & 2 deletions docs/_build/html/_modules/tigramite/independence_tests/gpdc.html
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Expand Up @@ -56,7 +56,7 @@ <h1>Source code for tigramite.independence_tests.gpdc</h1><div class="highlight"
<span class="c1"># License: GNU General Public License v3.0</span>

<span class="kn">from</span> <span class="nn">__future__</span> <span class="kn">import</span> <span class="n">print_function</span>
<span class="kn">import</span> <span class="nn">json</span><span class="o">,</span> <span class="nn">warnings</span>
<span class="kn">import</span> <span class="nn">json</span><span class="o">,</span> <span class="nn">warnings</span><span class="o">,</span> <span class="nn">os</span><span class="o">,</span> <span class="nn">pathlib</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="k">try</span><span class="p">:</span>
<span class="kn">from</span> <span class="nn">importlib</span> <span class="kn">import</span> <span class="n">metadata</span>
Expand All @@ -65,7 +65,7 @@ <h1>Source code for tigramite.independence_tests.gpdc</h1><div class="highlight"
<span class="k">try</span><span class="p">:</span>
<span class="kn">import</span> <span class="nn">dcor</span>
<span class="kn">from</span> <span class="nn">sklearn</span> <span class="kn">import</span> <span class="n">gaussian_process</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="s1">&#39;../versions.py&#39;</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">vfile</span><span class="p">:</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="n">pathlib</span><span class="o">.</span><span class="n">Path</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">dirname</span><span class="p">(</span><span class="vm">__file__</span><span class="p">))</span> <span class="o">/</span> <span class="s1">&#39;../../versions.py&#39;</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">vfile</span><span class="p">:</span>
<span class="n">packages</span> <span class="o">=</span> <span class="n">json</span><span class="o">.</span><span class="n">loads</span><span class="p">(</span><span class="n">vfile</span><span class="o">.</span><span class="n">read</span><span class="p">())[</span><span class="s1">&#39;all&#39;</span><span class="p">]</span>
<span class="n">packages</span> <span class="o">=</span> <span class="nb">dict</span><span class="p">(</span><span class="nb">map</span><span class="p">(</span><span class="k">lambda</span> <span class="n">s</span><span class="p">:</span> <span class="n">s</span><span class="o">.</span><span class="n">split</span><span class="p">(</span><span class="s1">&#39;&gt;=&#39;</span><span class="p">),</span> <span class="n">packages</span><span class="p">))</span>
<span class="k">if</span> <span class="n">metadata</span><span class="o">.</span><span class="n">version</span><span class="p">(</span><span class="s1">&#39;dcor&#39;</span><span class="p">)</span> <span class="o">&lt;</span> <span class="n">packages</span><span class="p">[</span><span class="s1">&#39;dcor&#39;</span><span class="p">]:</span>
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