def calcRegularizedGrangerCausality(self, pcaContribution, eta_xtkm,
eta_xt, eta_ytkm):
if (len(self.Xt) == 0):
print "サンプルがありません"
return False
pca = PCAApplier(pcaContribution)
import copy
self.Xt = copy.deepcopy(pca.applyPCA(self.Xt))
self.Xtkm = copy.deepcopy(pca.applyPCA(self.Xtkm))
self.Ytkm = copy.deepcopy(pca.applyPCA(self.Ytkm))
# self.Xt = copy.deepcopy(pca.applyKernelPCA(self.Xt))
# self.Xtkm = copy.deepcopy(pca.applyKernelPCA(self.Xtkm))
# self.Ytkm = copy.deepcopy(pca.applyKernelPCA(self.Ytkm))
eigen_values = self.calcEquation21(eta_xtkm, eta_xt, eta_ytkm)
eigen_value = max(eigen_values)
if eigen_value == None:
print "固有値が計算出来ません"
return False
return (np.log2(1 / (1 - eigen_value)) * 0.5).real
