def test_dcca():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n, F = pydcca.computeFlucVec(winSizes, polOrd=2)
H, H_int = pydcca.fitFlucVec()
assert math.isclose(H, 0.9604004237165071)
def test_rho_thresholds():
np.random.seed(42)
pydcca = fathon.DCCA()
winSizes = fu.linRangeByStep(10, 200, step=2)
n4, int1, int2 = pydcca.rhoThresholds(len(ts1), winSizes, 10, 0.95)
assert math.isclose(int1[53], 0.2619278369335029) and math.isclose(
int2[53], -0.41952479444776136)
def test_rho_thresholds():
np.random.seed(42)
pydcca = fathon.DCCA()
winSizes = fu.linRangeByStep(10, 200, step=2)
n4, int1, int2 = pydcca.rhoThresholds(len(ts1), winSizes, 10, 0.95)
assert math.isclose(int1[53], 0.03131478865331007) and math.isclose(
int2[53], -0.05672796198121624)
def test_dcca_3():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n, F = pydcca.computeFlucVec(winSizes,
polOrd=1,
absVals=False,
overlap=False,
revSeg=True)
assert math.isclose(F[23], 8.611065211944974)
def test_dcca_2():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n, F = pydcca.computeFlucVec(winSizes,
polOrd=2,
absVals=False,
overlap=False,
revSeg=False)
assert math.isclose(F[9], 0.08470236108797902)
def test_dcca_5():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n, F = pydcca.computeFlucVec(winSizes,
polOrd=1,
absVals=True,
overlap=False,
revSeg=False)
H, H_int = pydcca.fitFlucVec()
assert math.isclose(H, 0.8259796205478073)
def test_rho():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n3, rho = pydcca.computeRho(winSizes)
assert math.isclose(rho[53], 0.48503322468665233)
def test_dcca_save_load():
dcca = fathon.DCCA(fu.toAggregated(ts), fu.toAggregated(ts))
# save and load with empty results
dcca.saveObject(get_object_path('dcca_obj'))
n_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'n')
F_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'F')
n_rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nRho')
rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'rho')
n_thr_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nThr')
conf_up_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confUp')
conf_down_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confDown')
assert np.array_equal(n_load, [])
assert np.array_equal(F_load, [])
assert np.array_equal(n_rho_load, [])
assert np.array_equal(rho_load, [])
assert np.array_equal(n_thr_load, [])
assert np.array_equal(conf_up_load, [])
assert np.array_equal(conf_down_load, [])
#save and load with results
n, F = dcca.computeFlucVec(fu.linRangeByStep(10, 200))
H, I = dcca.fitFlucVec(100, 150)
dcca.saveObject(get_object_path('dcca_obj'))
n_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'n')
F_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'F')
n_rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nRho')
rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'rho')
n_thr_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nThr')
conf_up_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confUp')
conf_down_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confDown')
assert np.array_equal(n_load, n)
assert np.array_equal(F_load, F)
assert np.array_equal(n_rho_load, [])
assert np.array_equal(rho_load, [])
assert np.array_equal(n_thr_load, [])
assert np.array_equal(conf_up_load, [])
assert np.array_equal(conf_down_load, [])
# DCCA from file
dcca_2 = fathon.DCCA(get_object_path('dcca_obj', ext=True))
H_2, I_2 = dcca_2.fitFlucVec(100, 150)
assert np.array_equal(H_2, H)
assert np.array_equal(I_2, I)
# rho
n_rho, rho = dcca.computeRho(fu.linRangeByStep(10, 30))
dcca.saveObject(get_object_path('dcca_obj'))
n_rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nRho')
rho_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True), 'rho')
n_thr_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nThr')
conf_up_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confUp')
conf_down_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confDown')
assert np.array_equal(n_load, n)
assert np.array_equal(F_load, F)
assert np.array_equal(n_rho_load, n_rho)
assert np.array_equal(rho_load, rho)
assert np.array_equal(n_thr_load, [])
assert np.array_equal(conf_up_load, [])
assert np.array_equal(conf_down_load, [])
# thresholds
n_thr, conf_up, conf_down = dcca.rhoThresholds(len(ts),
fu.linRangeByStep(10, 30),
10, 0.95)
dcca.saveObject(get_object_path('dcca_obj'))
n_thr_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'nThr')
conf_up_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confUp')
conf_down_load = fu.getObjectMember(get_object_path('dcca_obj', ext=True),
'confDown')
assert np.array_equal(n_load, n)
assert np.array_equal(F_load, F)
assert np.array_equal(n_rho_load, n_rho)
assert np.array_equal(rho_load, rho)
assert np.array_equal(n_thr_load, n_thr)
assert np.array_equal(conf_up_load, conf_up)
assert np.array_equal(conf_down_load, conf_down)
def test_rho_2():
pydcca = fathon.DCCA(ts1, ts2)
winSizes = fu.linRangeByStep(10, 200, step=2)
n3, rho = pydcca.computeRho(winSizes, overlap=False, revSeg=False)
assert math.isclose(rho[28], 0.39579454461767466)
import numpy as np
import matplotlib.pyplot as plt
import fathon
print('This is fathon v{}'.format(fathon.__version__))
a = np.random.randn(10000)
b = np.random.randn(10000)
a = fathon.toAggregated(a)
b = fathon.toAggregated(b)
pydcca = fathon.DCCA(a, b)
nMin = 20
nMax = 1000
nStep = 50
polOrd = 1
n, F = pydcca.computeFlucVec(nMin, nMax=nMax, nStep=nStep, polOrd=polOrd)
H, H_intercept = pydcca.fitFlucVec()
plt.plot(np.log(n), np.log(F), 'ro')
plt.plot(np.log(n),
H_intercept + H * np.log(n),
'k-',
label='H = {:.2f}'.format(H))
plt.xlabel('ln(n)', fontsize=14)
plt.ylabel('ln(F(n))', fontsize=14)
plt.title('DCCA', fontsize=14)