class TestCovarianceEstimator(ut.TestCase):
def setUp(self):
self.dlen = 250000
self.tf = 65
self.nc = 4
self.white_noise = sp.randn(self.dlen, self.nc)
self.CE = TimeSeriesCovE(tf_max=self.tf, nc=self.nc)
self.CE.new_chan_set((1, 2))
self.CE.update(self.white_noise)
def testTrivial(self):
p_4_20 = {'tf': 20, 'chan_set': (0, 1, 2, 3)}
C_4_20 = self.CE.get_cmx(**p_4_20)
self.assertTupleEqual(C_4_20.shape, (4 * 20, 4 * 20))
assert_equal(C_4_20, C_4_20.T)
p_2_10 = {'tf': 10, 'chan_set': (0, 1)}
C_2_10 = self.CE.get_cmx(**p_2_10)
self.assertTupleEqual(C_2_10.shape, (2 * 10, 2 * 10))
assert_equal(C_2_10, C_2_10.T)
def testInverse(self):
p_4_20 = {'tf': 20, 'chan_set': (0, 1, 2, 3)}
C_4_20 = self.CE.get_cmx(**p_4_20)
iC_4_20 = self.CE.get_icmx(**p_4_20)
should_be_eye80 = sp.dot(C_4_20, iC_4_20)
assert_almost_equal(should_be_eye80, sp.eye(80), decimal=5)
p_2_10 = {'tf': 10, 'chan_set': (0, 1)}
C_2_10 = self.CE.get_cmx(**p_2_10)
iC_2_10 = self.CE.get_icmx(**p_2_10)
should_be_eye20 = sp.dot(C_2_10, iC_2_10)
assert_almost_equal(should_be_eye20, sp.eye(20), decimal=5)
class TestCovarianceEstimator(ut.TestCase):
def setUp(self):
self.dlen = 250000
self.tf = 65
self.nc = 4
self.white_noise = sp.randn(self.dlen, self.nc)
self.CE = TimeSeriesCovE(tf_max=self.tf, nc=self.nc)
self.CE.new_chan_set((1, 2))
self.CE.update(self.white_noise)
def testTrivial(self):
p_4_20 = {'tf':20, 'chan_set':(0, 1, 2, 3)}
C_4_20 = self.CE.get_cmx(**p_4_20)
self.assertTupleEqual(C_4_20.shape, (4 * 20, 4 * 20 ))
assert_equal(C_4_20, C_4_20.T)
p_2_10 = {'tf':10, 'chan_set':(0, 1)}
C_2_10 = self.CE.get_cmx(**p_2_10)
self.assertTupleEqual(C_2_10.shape, (2 * 10, 2 * 10 ))
assert_equal(C_2_10, C_2_10.T)
def testInverse(self):
p_4_20 = {'tf':20, 'chan_set':(0, 1, 2, 3)}
C_4_20 = self.CE.get_cmx(**p_4_20)
iC_4_20 = self.CE.get_icmx(**p_4_20)
should_be_eye80 = sp.dot(C_4_20, iC_4_20)
assert_almost_equal(should_be_eye80, sp.eye(80), decimal=5)
p_2_10 = {'tf':10, 'chan_set':(0, 1)}
C_2_10 = self.CE.get_cmx(**p_2_10)
iC_2_10 = self.CE.get_icmx(**p_2_10)
should_be_eye20 = sp.dot(C_2_10, iC_2_10)
assert_almost_equal(should_be_eye20, sp.eye(20), decimal=5)
