Ejemplo n.º 1
0
def simulate_and_compute_cumul(mu, kernels, Alpha, T, hM=20):
    import mlpp.pp.hawkes as hk
    h = hk.Hawkes(kernels=kernels, mus=list(mu))
    h.simulate(T)
    # use the class Cumulants
    from nphc.utils.cumulants import Cumulants
    N = h.get_full_process()
    cumul = Cumulants(N,hMax=hM)
    # compute everything
    from scipy.linalg import inv
    d = Alpha.shape[0]
    R_true = inv(np.eye(d)-Alpha)
    cumul.set_R_true(R_true)
    cumul.set_mu_true(mu)
    cumul.set_all()

    from nphc.utils.metrics import rel_err
    print("rel_err on C = ", rel_err(cumul.C_th,cumul.C))
    print("rel_err on K_c = ", rel_err(cumul.K_c_th,cumul.K_c))

    return cumul
Ejemplo n.º 2
0
for dir_name in list_dir_name:

    print("Starting for dataset in ", dir_name)

    L = glob.glob(dir_name + '/copy_*')
    for x in L:
        if 'with_cumul' in x:
            L.remove(x)
    L.sort()
    print(len(L))
    import gzip, pickle
    N = []
    for x in L:
        f = gzip.open(x, 'r')
        process = pickle.load(f, encoding='latin1')
        f.close()
        N.append(process)

    from nphc.utils.cumulants import Cumulants
    cumul = Cumulants(N)

    # we set H = 1 hour (in seconds)
    H = 3600
    cumul.hMax = H
    cumul.set_all(H)

    ff = gzip.open(dir_name + '/process_with_cumul.pkl.gz', 'wb')
    pickle.dump(cumul, ff, protocol=2)
    ff.close()
Ejemplo n.º 3
0
for dir_name in list_dir_name:

    print("Starting for dataset in ",dir_name)

    L = glob.glob(dir_name+'/copy_*')
    for x in L:
        if 'with_cumul' in x:
            L.remove(x)
    L.sort()
    print(len(L))
    import gzip, pickle
    N = []
    for x in L:
        f = gzip.open(x,'r')
        process = pickle.load(f,encoding='latin1')
        f.close()
        N.append(process)

    from nphc.utils.cumulants import Cumulants
    cumul = Cumulants(N)

    # we set H = 1 hour (in seconds)
    H = 3600
    cumul.hMax = H
    cumul.set_all(H)

    ff = gzip.open(dir_name+'/process_with_cumul.pkl.gz','wb')
    pickle.dump(cumul,ff,protocol=2)
    ff.close()