def test_periodogram_csd():
"""Test corner cases of periodogram_csd"""
arsig1, _, _ = utils.ar_generator(N=1024)
arsig2, _, _ = utils.ar_generator(N=1024)
tseries = np.vstack([arsig1, arsig2])
Sk = np.fft.fft(tseries)
f1, c1 = tsa.periodogram_csd(tseries)
f2, c2 = tsa.periodogram_csd(tseries, Sk=Sk)
npt.assert_equal(c1, c2)
# Check that providing a complex signal does the right thing
# (i.e. two-sided spectrum):
N = 1024
r, _, _ = utils.ar_generator(N=N)
c, _, _ = utils.ar_generator(N=N)
arsig1 = r + c * scipy.sqrt(-1)
r, _, _ = utils.ar_generator(N=N)
c, _, _ = utils.ar_generator(N=N)
arsig2 = r + c * scipy.sqrt(-1)
tseries = np.vstack([arsig1, arsig2])
f, c = tsa.periodogram_csd(tseries)
npt.assert_equal(f.shape[0], N) # Should be N, not the one-sided N/2 + 1
def test_periodogram_csd():
"""Test corner cases of periodogram_csd"""
arsig1, _, _ = utils.ar_generator(N=1024)
arsig2, _, _ = utils.ar_generator(N=1024)
tseries = np.vstack([arsig1, arsig2])
Sk = fftpack.fft(tseries)
f1, c1 = tsa.periodogram_csd(tseries)
f2, c2 = tsa.periodogram_csd(tseries, Sk=Sk)
npt.assert_equal(c1, c2)
# Check that providing a complex signal does the right thing
# (i.e. two-sided spectrum):
N = 1024
r, _, _ = utils.ar_generator(N=N)
c, _, _ = utils.ar_generator(N=N)
arsig1 = r + c * scipy.sqrt(-1)
r, _, _ = utils.ar_generator(N=N)
c, _, _ = utils.ar_generator(N=N)
arsig2 = r + c * scipy.sqrt(-1)
tseries = np.vstack([arsig1, arsig2])
f, c = tsa.periodogram_csd(tseries)
npt.assert_equal(f.shape[0], N) # Should be N, not the one-sided N/2 + 1
def test_hermitian_periodogram_csd():
"""
Make sure CSD matrices returned by various methods have
Hermitian symmetry.
"""
sig = np.random.randn(4, 256)
_, csd1 = tsa.periodogram_csd(sig)
for i in range(4):
for j in range(i + 1):
xc1 = csd1[i, j]
xc2 = csd1[j, i]
npt.assert_equal(xc1,
xc2.conj(),
err_msg='Periodogram CSD not Hermitian')
_, psd = tsa.periodogram(sig)
for i in range(4):
npt.assert_almost_equal(
psd[i],
csd1[i, i].real,
err_msg='Periodgram CSD diagonal inconsistent with real PSD')
def test_hermitian_periodogram_csd():
"""
Make sure CSD matrices returned by various methods have
Hermitian symmetry.
"""
sig = np.random.randn(4,256)
_, csd1 = tsa.periodogram_csd(sig)
for i in range(4):
for j in range(i+1):
xc1 = csd1[i,j]
xc2 = csd1[j,i]
npt.assert_equal(
xc1, xc2.conj(), err_msg='Periodogram CSD not Hermitian'
)
_, psd = tsa.periodogram(sig)
for i in range(4):
npt.assert_almost_equal(
psd[i], csd1[i,i].real,
err_msg='Periodgram CSD diagonal inconsistent with real PSD'
)
