def AR1(constrained=False):
g = .95
sn = .3
y, c, s = [a[0] for a in gen_data([g], sn, N=1)]
result = constrained_oasisAR1(y, g, sn) if constrained else oasisAR1(y, g, lam=2.4)
result_foopsi = constrained_foopsi(y, [g], sn) if constrained else foopsi(y, [g], lam=2.4)
npt.assert_allclose(np.corrcoef(result[0], result_foopsi[0])[0, 1], 1)
npt.assert_allclose(np.corrcoef(result[1], result_foopsi[1])[0, 1], 1)
npt.assert_allclose(np.corrcoef(result[0], c)[0, 1], 1, .03)
npt.assert_allclose(np.corrcoef(result[1], s)[0, 1], 1, .2)
def AR2(constrained=False):
g = [1.7, -.712]
sn = .3
y, c, s = [a[0] for a in gen_data(g, sn, N=1, seed=3)]
result = constrained_onnlsAR2(y, g, sn) if constrained else onnls(y, g, lam=25)
result_foopsi = constrained_foopsi(y, g, sn) if constrained else foopsi(y, g, lam=25)
npt.assert_allclose(np.corrcoef(result[0], result_foopsi[0])[0, 1], 1, 1e-3)
npt.assert_allclose(np.corrcoef(result[1], result_foopsi[1])[0, 1], 1, 1e-2)
npt.assert_allclose(np.corrcoef(result[0], c)[0, 1], 1, .03)
npt.assert_allclose(np.corrcoef(result[1], s)[0, 1], 1, .2)
result2 = constrained_oasisAR2(y, g[0], g[1], sn) if constrained \
else oasisAR2(y, g[0], g[1], lam=25)
npt.assert_allclose(np.corrcoef(result2[0], c)[0, 1], 1, .03)
npt.assert_allclose(np.corrcoef(result2[1], s)[0, 1], 1, .2)
print("The solver " + solver +
" is actually not installed, hence skipping it.")
break
constrained_ts = {}
for solver in solvers[:-1]: # GUROBI failed
constrained_ts[solver] = np.nan * np.zeros(N)
print(
'running %7s with p=1 and optimizing lambda such that noise constraint is tight'
% solver)
for i, y in enumerate(Y):
if solver == 'OASIS':
constrained_ts[solver][i] = Timer(lambda: constrained_oasisAR1(
y, g=g, sn=sn)).timeit(number=runs) / runs
else:
try:
constrained_ts[solver][i] = Timer(lambda: constrained_foopsi(
y, g=[g], sn=sn, solver=solver)).timeit(number=runs) / runs
except SolverError:
print("The solver " + solver +
" is actually not installed, hence skipping it.")
break
constrained_ts['GUROBI'] = np.zeros(N) * np.nan # GUROBI failed
# plot
fig = plt.figure(figsize=(7, 5))
fig.add_axes([.14, .17, .79, .82])
plt.errorbar(range(len(solvers)), [np.mean(ts[s]) for s in solvers],
[np.std(ts[s]) / np.sqrt(N) for s in solvers],
ls='',
marker='o',
ms=10,
c=col[0],
plt.ylim(-.2, 1.1)
plt.xlim(0, 452)
plt.ylabel(r'$s_{\min}$')
plt.xlabel('Time [s]', labelpad=-10)
plt.show()
# AR(1)
g = .95
sn = .3
Y, trueC, trueSpikes = gen_data()
y = Y[0]
N, T = Y.shape
c, s = constrained_foopsi(y, [g], sn)[:2]
c_t, s_t = oasisAR1(y, g, s_min=.55)
res = [np.where(oasisAR1(y, g, s_min=s0)[1] > 1e-2)[0]
for s0 in np.arange(0, 1.1, .1)]
plotTrace(True)
# AR(2)
g = [1.7, -.712]
sn = 1.
Y, trueC, trueSpikes = gen_data(g, sn, seed=3)
rng = slice(150, 600)
trueC = trueC[:, rng]
trueSpikes = trueSpikes[:, rng]
y = Y[0, rng]