def test_corr_thresholded(self, reset_randomstate):
import datetime
t1 = datetime.datetime.now()
X = np.random.normal(size=(2000, 10))
tcor = corr_thresholded(X, 0.2, max_elt=4e6)
t2 = datetime.datetime.now()
ss = (t2 - t1).seconds
fcor = np.corrcoef(X)
fcor *= (np.abs(fcor) >= 0.2)
assert_allclose(tcor.todense(), fcor, rtol=0.25, atol=1e-3)
def test_corr_thresholded(self):
import datetime
t1 = datetime.datetime.now()
X = np.random.normal(size=(2000,10))
tcor = corr_thresholded(X, 0.2, max_elt=4e6)
t2 = datetime.datetime.now()
ss = (t2-t1).seconds
fcor = np.corrcoef(X)
fcor *= (np.abs(fcor) >= 0.2)
assert_allclose(tcor.todense(), fcor, rtol=0.25, atol=1e-3)