def __init__(self,A,C,Q,R): ''' Initialsie by setting the state and observation matricies and covariances. ''' # system matrix, as in x[:,t+1] = dot(A,x[:,t]) if type(A)==str: self.A=unserialiseArray(A) else: self.A=array(A) # observation matrix as in y = dot(C,x) if type(C)==str: self.C=unserialiseArray(C) else: self.C=array(C) # the system covariance matrix (positive definite) if type(Q)==str: self.Q=unserialiseArray(Q) else: self.Q=array(Q) # the observation covariance (positive definite) if type(R)==str: self.R=unserialiseArray(R) else: self.R=array(R) self.ss = self.C.shape[1] self.os = self.C.shape[0]
def __init__(self,x,y,Ntrain,maxN=None,ytf=None,ydf=None,ytp=None,ydp=None, yt=None,yd=None,dtran=None ): if type(x)==str: self.x = unserialiseArray(x) self.y = unserialiseArray(y) else: self.x = array(x) self.y = array(y) self.Ntrain = Ntrain self.maxN = maxN self.yt0 = self.y[:Ntrain] self.yd0 = self.y[Ntrain:self.maxN] self.xt = self.x[:Ntrain] self.xd = self.x[Ntrain:self.maxN] # Filtered self.ytf = ytf self.ydf = ydf # Z-scored (normalized) self.yt = yt self.yd = yd # PCAed self.ytp = ytp self.ydp = ydp if dtran is None: self.dtran = DataTransformStack() else: self.dtran = dtran
def __init__(self,ga,gb,f): if type(ga)==str: self.ga = unserialiseArray(ga) else: self.ga = ga if type(gb)==str: self.gb = unserialiseArray(gb) else: self.gb = gb self.f = f self.split = self.ga.shape[0]-1 self.D = self.ga.shape[0]+self.gb.shape[0]-2
def __init__(self,x,dx=None): ''' A pair of points and tangent vectors to a flow at those points. x numpy NxDxM array Co-ordinates on some manifold dx numpy NxDxM tangent vectors at those points ''' if type(x)==str: self._x = unserialiseArray(x) self._dx = unserialiseArray(dx) else: self._x = x self._dx = dx self._tx = None self._tdx = None self.checkInput()
def __init__(self,T,S): ''' T: The transition matrix for the SDE in time.The first co-ordinate is the phase, the second is a radial component and the remaining terms are orthogonal directions. S: The covariance matrix for the noise. ''' if type(T)==str: self.T = unserialiseArray(T) else: self.T = T if type(S)==str: self.S = unserialiseArray(S) else: self.S = S
def __init__(self, p, c, dc, s, par=None, fixedPar=0): if type(p) == str: super(CompositeRBForm, self).__init__(p, par, fixedPar) self.p = unserialiseArray(p) self.c = unserialiseArray(c) self.dc = unserialiseArray(dc) self.s = unserialiseArray(s) else: if p.ndim == 2: super(CompositeRBForm, self).__init__(hstack(p), par, fixedPar) self.p = hstack(p) self.c = vstack(c) self.dc = vstack(dc) self.s = hstack(s) else: super(CompositeRBForm, self).__init__(p, par, fixedPar) self.p = p self.c = c self.dc = dc self.s = s
def __init__(self, H, A): ''' Instantiate with the HMaps and transformations that make up the chain. ''' if type(H)==list: self.H = H else: self.H = eval(H) if type(A)==list: self.A = A else: self.A = eval(A) self.A = [unserialiseArray(a) if type(a)==str else a for a in self.A]