def lorenz_dataset():
rng = np.random.RandomState(20200129)
T, d = 20, 31
X = rng.randn(10000, d)
XL = gen_lorenz_data(10000)
X[:, :3] += XL
ccms = calc_cross_cov_mats_from_data(X, T=T)
ccov = calc_cov_from_cross_cov_mats(ccms)
return T, d, X, ccms, ccov
def lorenz_dataset():
X = gen_lorenz_data(10000)
return X
def test_lorenz():
"""Make sure all Lorenz functions run.
"""
gen_lorenz_data(1000)