def test_maxcorr():
t1 = TimeSeries([1, 2, 3, 4], [40, 50, 60, 70])
t2 = TimeSeries([1, 2, 3, 4], [50, 60, 70, 40])
standts1 = _corr.stand(t1, t1.mean(), t1.std())
standts2 = _corr.stand(t2, t2.mean(), t2.std())
idx, mcorr = _corr.max_corr_at_phase(standts1, standts2)
#idx should be equal to one since the second ts is shifted by 1
assert(idx == 1)
assert(np.real(mcorr) == 4)
def test_maxcorr():
t1 = TimeSeries([1, 2, 3, 4], [40, 50, 60, 70])
t2 = TimeSeries([1, 2, 3, 4], [50, 60, 70, 40])
standts1 = _corr.stand(t1, t1.mean(), t1.std())
standts2 = _corr.stand(t2, t2.mean(), t2.std())
idx, mcorr = _corr.max_corr_at_phase(standts1, standts2)
#idx should be equal to one since the second ts is shifted by 1
assert (idx == 1)
assert (np.real(mcorr) == 4)
def test_corr():
"""
Test cross-correlation functions.
"""
arr_1 = np.linspace(1, 0, 50, dtype=complex)
arr_2 = np.arange(0, 50, dtype=complex)
ts_1 = TimeSeries(arr_2, arr_1)
ts_2 = TimeSeries(arr_2, arr_2)
out_arr = _corr.ccor(ts_1, ts_2)
# Ensure result is consistent with numpy.fft.
test_arr = np.fft.ifft(np.fft.fft(ts_1) * np.conj(np.fft.fft(ts_2)))
assert np.allclose(out_arr, test_arr)
# Test max_corr_at_phase using actual precomputed value of maxcorr.
idx, maxcorr = _corr.max_corr_at_phase(ts_1, ts_2)
assert idx == 25
assert np.isclose(maxcorr, 718.87755102040819)
def test_corr():
"""
Test cross-correlation functions.
"""
arr_1 = np.linspace(1, 0, 50, dtype=complex)
arr_2 = np.arange(0, 50, dtype=complex)
ts_1 = TimeSeries(arr_2, arr_1)
ts_2 = TimeSeries(arr_2, arr_2)
out_arr = _corr.ccor(ts_1, ts_2)
# Ensure result is consistent with numpy.fft.
test_arr = np.fft.ifft(np.fft.fft(ts_1) * np.conj(np.fft.fft(ts_2)))
assert np.allclose(out_arr, test_arr)
# Test max_corr_at_phase using actual precomputed value of maxcorr.
idx, maxcorr = _corr.max_corr_at_phase(ts_1, ts_2)
assert idx == 25
assert np.isclose(maxcorr, 718.87755102040819)
