Python numpy.corrcoef() 使用实例

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Example 1

def get_dist_func(name):
    """
    
    Valid names:
        Euclidean
        Pearson

    """

    if name == 'Euclidean':
        
        if EUC_C_EXT_ENABLED:
            return euclidean.euclidean
        else:
            return euc

    elif name == 'Pearson':
        
        #FIXME: Until I write my own c-extension, this is as good as it gets.  And it's SLOW.
        return lambda x, y: 1 - numpy.corrcoef(x,y)[0][1] #Again, we normalise -1 to distant and 1 to close. corrcoef returns the correlation matrix.

    else:

        raise ValueError, 'No distance function named: %s' % name 

Example 2

def _init_coefs(X, method='corrcoef'):
    if method == 'corrcoef':
        return np.corrcoef(X, rowvar=False), 1.0
    elif method == 'cov':
        init_cov = np.cov(X, rowvar=False)
        return init_cov, np.max(np.abs(np.triu(init_cov)))
    elif method == 'spearman':
        return spearman_correlation(X, rowvar=False), 1.0
    elif method == 'kendalltau':
        return kendalltau_correlation(X, rowvar=False), 1.0
    elif callable(method):
        return method(X)
    else:
        raise ValueError(
            ("initialize_method must be 'corrcoef' or 'cov', "
             "passed \'{}\' .".format(method))
        ) 

Example 3

def test_2d_w_missing(self):
        # Test corrcoef on 2D variable w/ missing value
        x = self.data
        x[-1] = masked
        x = x.reshape(3, 4)

        test = corrcoef(x)
        control = np.corrcoef(x)
        assert_almost_equal(test[:-1, :-1], control[:-1, :-1])
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(corrcoef(x, ddof=-2)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, ddof=3)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, bias=1)[:-1, :-1],
                                control[:-1, :-1]) 

Example 4

def test_individual_stability_matrix():
    """
    Tests individual_stability_matrix method on three gaussian blobs.
    """
    import utils
    import numpy as np
    import scipy as sp
    desired = np.load(home + '/git_repo/PyBASC/tests/ism_test.npy')
    blobs = generate_blobs()
    ism = utils.individual_stability_matrix(blobs, 20, 3)
    #how to use test here?
#    np.corrcoef(ism.flatten(),desired.flatten())
#    np.testing.assert_equal(ism,desired)
#    
#    corr=np.array(sp.spatial.distance.cdist(ism, desired, metric = 'correlation'))
#    
    assert False 

Example 5

def plot_trace(n=0, lg=False):
    plt.plot(trueC[n], c=col[2], clip_on=False, zorder=5, label='Truth')
    plt.plot(solution, c=col[0], clip_on=False, zorder=7, label='Estimate')
    plt.plot(y, c=col[7], alpha=.7, lw=1, clip_on=False, zorder=-10, label='Data')
    if lg:
        plt.legend(frameon=False, ncol=3, loc=(.1, .62), columnspacing=.8)
    spks = np.append(0, solution[1:] - g * solution[:-1])
    plt.text(800, 2.2, 'Correlation: %.3f' % (np.corrcoef(trueSpikes[n], spks)[0, 1]), size=24)
    plt.gca().set_xticklabels([])
    simpleaxis(plt.gca())
    plt.ylim(0, 2.85)
    plt.xlim(0, 1500)
    plt.yticks([0, 2], [0, 2])
    plt.xticks([300, 600, 900, 1200], ['', ''])


# init params 

Example 6

def pred_accuracy(y_true, y_pred):
    y_true = sp.copy(y_true)
    if len(sp.unique(y_true))==2:
        print 'dichotomous trait, calculating AUC'
        y_min = y_true.min()
        y_max = y_true.max()
        if y_min!= 0 or y_max!=1:
            y_true[y_true==y_min]=0
            y_true[y_true==y_max]=1
        fpr, tpr, thresholds = metrics.roc_curve(y_true, y_pred)
        auc = metrics.auc(fpr, tpr)
        return auc
    else:
        print 'continuous trait, calculating COR'
        cor = sp.corrcoef(y_true,y_pred)[0,1]
        return cor 

Example 7

def calculate_residual_correlation_matrix(returns):
    # find the market return constraining on the selected companies (first PCA)
    # regress each stock on that and find correlation of residuals
    returns_matrix = returns.as_matrix().transpose()
    covar_matrix = np.cov(returns_matrix)
    pca = decomposition.PCA(n_components=1)
    pca.fit(covar_matrix)
    X = pca.transform(covar_matrix)
    regr = linear_model.LinearRegression()
    dim = covar_matrix.shape[1]
    res = np.zeros(shape=(dim,dim))
    for x in range(0, dim):
        regr = linear_model.LinearRegression()
        regr = regr.fit(X, covar_matrix[:,x])
        res[:,x] = covar_matrix[:,x] - regr.predict(X)

    res_corr = np.corrcoef(res)
    return pd.DataFrame(res_corr, index = returns.columns, columns = returns.columns) 

Example 8

def all_correlations_fast_no_scipy(y, X):
    '''
    Cs = all_correlations(y, X)

    Cs[i] = np.corrcoef(y, X[i])[0,1]
    '''
    X = np.asanyarray(X, float)
    y = np.asanyarray(y, float)
    xy = np.dot(X, y)
    y_ = y.mean()
    ys_ = y.std()
    x_ = X.mean(1)
    xs_ = X.std(1)
    n = float(len(y))
    ys_ += 1e-5  # Handle zeros in ys
    xs_ += 1e-5  # Handle zeros in x

    return (xy - x_ * y_ * n) / n / xs_ / ys_ 

Example 9

def test_learn_codes():
    """Test learning of codes."""
    thresh = 0.25

    X, ds, z = simulate_data(n_trials, n_times, n_times_atom, n_atoms)

    for solver in ('l_bfgs', 'ista', 'fista'):
        z_hat = update_z(X, ds, reg, n_times_atom, solver=solver,
                         solver_kwargs=dict(factr=1e11, max_iter=50))

        X_hat = construct_X(z_hat, ds)
        assert_true(np.corrcoef(X.ravel(), X_hat.ravel())[1, 1] > 0.99)
        assert_true(np.max(X - X_hat) < 0.1)

        # Find position of non-zero entries
        idx = np.ravel_multi_index(z[0].nonzero(), z[0].shape)
        loc_x, loc_y = np.where(z_hat[0] > thresh)
        # shift position by half the length of atom
        idx_hat = np.ravel_multi_index((loc_x, loc_y), z_hat[0].shape)
        # make sure that the positions are a subset of the positions
        # in the original z
        mask = np.in1d(idx_hat, idx)
        assert_equal(np.sum(mask), len(mask)) 

Example 10

def get_corr_func(method):
    if method in ['kendall', 'spearman']:
        from scipy.stats import kendalltau, spearmanr

    def _pearson(a, b):
        return np.corrcoef(a, b)[0, 1]

    def _kendall(a, b):
        rs = kendalltau(a, b)
        if isinstance(rs, tuple):
            return rs[0]
        return rs

    def _spearman(a, b):
        return spearmanr(a, b)[0]

    _cor_methods = {
        'pearson': _pearson,
        'kendall': _kendall,
        'spearman': _spearman
    }
    return _cor_methods[method] 

Example 11

def test_2d_w_missing(self):
        # Test corrcoef on 2D variable w/ missing value
        x = self.data
        x[-1] = masked
        x = x.reshape(3, 4)

        test = corrcoef(x)
        control = np.corrcoef(x)
        assert_almost_equal(test[:-1, :-1], control[:-1, :-1])
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(corrcoef(x, ddof=-2)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, ddof=3)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, bias=1)[:-1, :-1],
                                control[:-1, :-1]) 

Example 12

def test_2d_w_missing(self):
        # Test corrcoef on 2D variable w/ missing value
        x = self.data
        x[-1] = masked
        x = x.reshape(3, 4)

        test = corrcoef(x)
        control = np.corrcoef(x)
        assert_almost_equal(test[:-1, :-1], control[:-1, :-1])
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(corrcoef(x, ddof=-2)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, ddof=3)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, bias=1)[:-1, :-1],
                                control[:-1, :-1]) 

Example 13

def correlation_valid(x, y):
    invalid = numpy.logical_or(numpy.isnan(x), numpy.isnan(y))
    valid = numpy.logical_not(invalid)
    valid_count = valid.sum()

    if valid_count == 0:
        corr = float('nan')
        sd_x = float('nan')
        sd_y = float('nan')
    else:
        sd_x = numpy.std(x[valid])
        sd_y = numpy.std(y[valid])
        
        if sd_x == 0 and sd_y == 0:
            corr = 1.0
        elif sd_x == 0 or sd_y == 0:
            corr = 0.0
        else:
            corr = numpy.corrcoef(x[valid], y[valid])[0,1]
    
    return corr, valid_count, sd_x, sd_y 

Example 14

def correlation_valid(x, y):
    invalid = numpy.logical_or(numpy.isnan(x), numpy.isnan(y))
    valid = numpy.logical_not(invalid)
    valid_count = valid.sum()

    if valid_count == 0:
        corr = float('nan')
        sd_x = float('nan')
        sd_y = float('nan')
    else:
        sd_x = numpy.std(x[valid])
        sd_y = numpy.std(y[valid])
        
        if sd_x == 0 and sd_y == 0:
            corr = 1.0
        elif sd_x == 0 or sd_y == 0:
            corr = 0.0
        else:
            corr = numpy.corrcoef(x[valid], y[valid])[0,1]
    
    return corr, valid_count, sd_x, sd_y 

Example 15

def findcorrelation(self, A, B, k):
        '''
        Construct k by k matrix of Pearson product-moment correlation
        coefficients for every combination of two columns in A and B

        :param: A : first NMF solution matrix
        :param: B : second NMF solution matrix, of same dimensions as A
        :param: k : number of columns in each matrix A and B

        Return: numpy array of dimensions k by k, where array[a][b] is the
        correlation between column 'a' of X and column 'b'

        Usage:
        Called by instability()

        '''
        corrmatrix = []
        for a in range(k):
            for b in range(k):
                c = np.corrcoef(A[:, a], B[:, b])
                corrmatrix.append(c[0][1])

        return np.asarray(corrmatrix).reshape(k, k) 

Example 16

def test_2d_w_missing(self):
        # Test corrcoef on 2D variable w/ missing value
        x = self.data
        x[-1] = masked
        x = x.reshape(3, 4)

        test = corrcoef(x)
        control = np.corrcoef(x)
        assert_almost_equal(test[:-1, :-1], control[:-1, :-1])
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(corrcoef(x, ddof=-2)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, ddof=3)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, bias=1)[:-1, :-1],
                                control[:-1, :-1]) 

Example 17

def th_corrcoef(x):
    """
    mimics np.corrcoef
    """
    # calculate covariance matrix of rows
    mean_x = th.mean(x, 1)
    xm = x.sub(mean_x.expand_as(x))
    c = xm.mm(xm.t())
    c = c / (x.size(1) - 1)

    # normalize covariance matrix
    d = th.diag(c)
    stddev = th.pow(d, 0.5)
    c = c.div(stddev.expand_as(c))
    c = c.div(stddev.expand_as(c).t())

    # clamp between -1 and 1
    c = th.clamp(c, -1.0, 1.0)

    return c 

Example 18

def visualize_housing_data(df):
    sns.set(style='whitegrid', context='notebook')
    cols = ['LSTAT', 'INDUS', 'NOX', 'RM', 'MEDV']

    sns.pairplot(df[cols], size=2.5)

    plt.show()

    correlation_matrix = np.corrcoef(df[cols].values.T)
    sns.set(font_scale=1.5)
    heatmap = sns.heatmap(
        correlation_matrix,
        cbar=True,
        annot=True,
        square=True,
        fmt='.2f',
        annot_kws={'size': 15},
        yticklabels=cols,
        xticklabels=cols,
    )

    plt.show() 

Example 19

def test_2d_with_missing(self):
        # Test corrcoef on 2D variable w/ missing value
        x = self.data
        x[-1] = masked
        x = x.reshape(3, 4)

        test = corrcoef(x)
        control = np.corrcoef(x)
        assert_almost_equal(test[:-1, :-1], control[:-1, :-1])
        with suppress_warnings() as sup:
            sup.filter(DeprecationWarning, "bias and ddof have no effect")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(corrcoef(x, ddof=-2)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, ddof=3)[:-1, :-1],
                                control[:-1, :-1])
            assert_almost_equal(corrcoef(x, bias=1)[:-1, :-1],
                                control[:-1, :-1]) 

Example 20

def test_compute_corr():
    """Test Anscombe's Quartett
    """
    x = np.array([10, 8, 13, 9, 11, 14, 6, 4, 12, 7, 5])
    y = np.array([[8.04, 6.95, 7.58, 8.81, 8.33, 9.96,
                   7.24, 4.26, 10.84, 4.82, 5.68],
                  [9.14, 8.14, 8.74, 8.77, 9.26, 8.10,
                   6.13, 3.10, 9.13, 7.26, 4.74],
                  [7.46, 6.77, 12.74, 7.11, 7.81, 8.84,
                   6.08, 5.39, 8.15, 6.42, 5.73],
                  [8, 8, 8, 8, 8, 8, 8, 19, 8, 8, 8],
                  [6.58, 5.76, 7.71, 8.84, 8.47, 7.04,
                   5.25, 12.50, 5.56, 7.91, 6.89]])

    r = compute_corr(x, y.T)
    r2 = np.array([np.corrcoef(x, y[i])[0, 1]
                   for i in range(len(y))])
    assert_allclose(r, r2)
    assert_raises(ValueError, compute_corr, [1, 2], []) 

Example 21

def buildCorrelationEntries(self, name, gene, weight_db_logic, snps_by_rsid):
        weights_in_gene = weight_db_logic.weights_by_gene[gene]
        rsids_from_genes = weights_in_gene.keys()

        #gather as much data as we can work on
        related_rsids, related_data = self.buildRelatedData(rsids_from_genes, snps_by_rsid, weights_in_gene)

        if len(related_rsids) == 0:
            return []

        self.updateFoundCorrelation(gene, name)

        #correlation matrix of related SNP's data
        array = numpy.array(related_data)
        cor = numpy.corrcoef(array)

        #translate into sql entries
        entries = self.buildMatrixOutputEntries(cor, rsids_from_genes, related_rsids, snps_by_rsid)
        if not len(entries):
            raise NameError("Couldn not build correlation entries for (%s,%s)" %(name,gene))
        return entries 

Example 22

def testLocallyWeightedRegression():
    datasArr, valuessArr = loadDataSet('datasets/ex0.txt')
    m = np.shape(datasArr)[0]
    predictValues = np.zeros(m)
    for i in range(0, m):
        predictValues[i] = \
            locallyWeightedRegression(datasArr[i], datasArr, valuessArr, 0.01)

    # ??????
    xMat = np.matrix(datasArr)
    valueMat = np.matrix(valuessArr)
    plt.figure(figsize=(10, 10), facecolor="white")
    plt.subplot(111)
    plt.scatter(xMat[:, 1].flatten().A[0], valueMat.T.flatten().A[0])
    # ???????
    # ??????????
    sortedIndexs = xMat[:, 1].argsort(0)
    print "sortedIndexs:"
    print sortedIndexs
    sortedMat = xMat[sortedIndexs.flatten().A[0]]
    plt.plot(sortedMat[:, 1], predictValues[sortedIndexs], c='red', linewidth=2)
    plt.show()
    # ?????????????
    correlationCoefficients = np.corrcoef(predictValues, valueMat)
    print "?????", correlationCoefficients 

Example 23

def rsq(self, tmin=None, tmax=None):
        """Correlation between observed and simulated series.

        Notes
        -----
        For the calculation of this statistic the corrcoef method from numpy
        is used.

        >>> np.corrcoef(sim, obs)[0, 1]

        Please refer to the Numpy Docs:
        https://docs.scipy.org/doc/numpy/reference/generated/numpy.corrcoef.html#numpy.corrcoef

        """
        sim = self.ml.simulate(tmin=tmin, tmax=tmax)
        obs = self.ml.observations(tmin=tmin, tmax=tmax)
        sim = sim[obs.index]  # Make sure to correlate the same in time.
        return np.corrcoef(sim, obs)[0, 1] 

Example 24

def PA(samples, variables):
    datasets = 5000
    eig_vals = []

    for i in range(datasets):
        data = np.random.standard_normal((variables, samples))
        cor_ = np.corrcoef(data)
        eig_vals.append(np.sort(np.linalg.eig(cor_)[0])[::-1])


    quantile = (np.round(np.percentile(eig_vals, 95.0, axis=0), 4))
    mean_ = (np.round(np.mean(eig_vals, axis=0), 4))
    return quantile 

Example 25

def PCAdo(block, name):
    cor_ = np.corrcoef(block.T)
    eig_vals, eig_vecs = np.linalg.eig(cor_)
    tot = sum(eig_vals)
    var_exp = [(i / tot) * 100 for i in sorted(eig_vals, reverse=True)]
    cum_var_exp = np.cumsum(var_exp)
    loadings = (eig_vecs * np.sqrt(eig_vals))

    eig_vals = np.sort(eig_vals)[::-1]
    print('Eigenvalues')
    print(eig_vals)
    print('Variance Explained')
    print(var_exp)
    print('Total Variance Explained')
    print(cum_var_exp)
    print('Loadings')
    print(abs(loadings[:, 0]))

    PAcorrect = PA(block.shape[0], block.shape[1])

    print('Parallel Analisys')
    pa = (eig_vals - (PAcorrect - 1))
    print(pa)

    print('Correlation Matrix')
    print(pd.DataFrame.corr(block))

    plt.plot(range(1,len(pa)+1), pa, '-o')
    plt.grid(True)
    plt.xlabel('Fatores')
    plt.ylabel('Componentes')

    plt.savefig('imgs/PCA' + name, bbox_inches='tight')
    plt.clf()
    plt.cla()
#    plt.show() 

Example 26

def pearson_r(data_1, data_2):
    return np.corrcoef(data_1, data_2)[0,1] 

Example 27

def person_sim(cls, x, y):
        return 0.5 + 0.5 * np.corrcoef(x, y, rowvar=0)[0][1] 

Example 28

def test_pearson_r(data):
    x, y = data
    if np.allclose(x, x[0], atol=atol, equal_nan=True) or np.allclose(y, y[0], atol=atol, equal_nan=True):
        assert np.isnan(dcst.pearson_r(x, y))
    else:
        assert np.isclose(dcst.pearson_r(x, y), original.pearson_r(x, y))
        assert np.isclose(dcst.pearson_r(x, y), np.corrcoef(x, y)[0,1]) 

Example 29

def pearson_r(x, y):
    """Compute Pearson correlation coefficient between two arrays."""
    # Compute correlation matrix
    corr_mat = np.corrcoef(x, y)

    # Return entry [0,1]
    return corr_mat[0,1] 

Example 30

def transform_to_correlation_dist(data):
    y_corr = np.corrcoef(data.T)
    # we just need the magnitude of the correlation and don't care whether it's positive or not
    abs_corr = np.abs(y_corr)
    return np.nan_to_num(abs_corr) 

Example 31

def transform_to_positive_corrs(data, sun_idx):
    y_corr = np.corrcoef(data.T)
    positive = y_corr[sun_idx]
    positive = positive >= 0
    return positive 

Example 32

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) 

Example 33

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) 

Example 34

def test_non_array(self):
        assert_almost_equal(np.corrcoef([0, 1, 0], [1, 0, 1]),
                            [[1., -1.], [-1.,  1.]]) 

Example 35

def test_simple(self):
        tgt1 = corrcoef(self.A)
        assert_almost_equal(tgt1, self.res1)
        assert_(np.all(np.abs(tgt1) <= 1.0))

        tgt2 = corrcoef(self.A, self.B)
        assert_almost_equal(tgt2, self.res2)
        assert_(np.all(np.abs(tgt2) <= 1.0)) 

Example 36

def test_ddof(self):
        # ddof raises DeprecationWarning
        with catch_warn_nfb():
            warnings.simplefilter("always")
            assert_warns(DeprecationWarning, corrcoef, self.A, ddof=-1)
            warnings.simplefilter("ignore")
            # ddof has no or negligible effect on the function
            assert_almost_equal(corrcoef(self.A, ddof=-1), self.res1)
            assert_almost_equal(corrcoef(self.A, self.B, ddof=-1), self.res2)
            assert_almost_equal(corrcoef(self.A, ddof=3), self.res1)
            assert_almost_equal(corrcoef(self.A, self.B, ddof=3), self.res2) 

Example 37

def test_bias(self):
        # bias raises DeprecationWarning
        with catch_warn_nfb():
            warnings.simplefilter("always")
            assert_warns(DeprecationWarning, corrcoef, self.A, self.B, 1, 0)
            assert_warns(DeprecationWarning, corrcoef, self.A, bias=0)
            warnings.simplefilter("ignore")
            # bias has no or negligible effect on the function
            assert_almost_equal(corrcoef(self.A, bias=1), self.res1) 

Example 38

def test_complex(self):
        x = np.array([[1, 2, 3], [1j, 2j, 3j]])
        res = corrcoef(x)
        tgt = np.array([[1., -1.j], [1.j, 1.]])
        assert_allclose(res, tgt)
        assert_(np.all(np.abs(res) <= 1.0)) 

Example 39

def test_empty(self):
        with warnings.catch_warnings(record=True):
            warnings.simplefilter('always', RuntimeWarning)
            assert_array_equal(corrcoef(np.array([])), np.nan)
            assert_array_equal(corrcoef(np.array([]).reshape(0, 2)),
                               np.array([]).reshape(0, 0))
            assert_array_equal(corrcoef(np.array([]).reshape(2, 0)),
                               np.array([[np.nan, np.nan], [np.nan, np.nan]])) 

Example 40

def test_extreme(self):
        x = [[1e-100, 1e100], [1e100, 1e-100]]
        with np.errstate(all='raise'):
            c = corrcoef(x)
        assert_array_almost_equal(c, np.array([[1., -1.], [-1., 1.]]))
        assert_(np.all(np.abs(c) <= 1.0)) 

Example 41

def test_ddof(self):
        # ddof raises DeprecationWarning
        x, y = self.data, self.data2
        expected = np.corrcoef(x)
        expected2 = np.corrcoef(x, y)
        with catch_warn_mae():
            warnings.simplefilter("always")
            assert_warns(DeprecationWarning, corrcoef, x, ddof=-1)
            warnings.simplefilter("ignore")
            # ddof has no or negligible effect on the function
            assert_almost_equal(np.corrcoef(x, ddof=0), corrcoef(x, ddof=0))
            assert_almost_equal(corrcoef(x, ddof=-1), expected)
            assert_almost_equal(corrcoef(x, y, ddof=-1), expected2)
            assert_almost_equal(corrcoef(x, ddof=3), expected)
            assert_almost_equal(corrcoef(x, y, ddof=3), expected2) 

Example 42

def test_bias(self):
        x, y = self.data, self.data2
        expected = np.corrcoef(x)
        # bias raises DeprecationWarning
        with catch_warn_mae():
            warnings.simplefilter("always")
            assert_warns(DeprecationWarning, corrcoef, x, y, True, False)
            assert_warns(DeprecationWarning, corrcoef, x, y, True, True)
            assert_warns(DeprecationWarning, corrcoef, x, bias=False)
            warnings.simplefilter("ignore")
            # bias has no or negligible effect on the function
            assert_almost_equal(corrcoef(x, bias=1), expected) 

Example 43

def test_1d_wo_missing(self):
        # Test cov on 1D variable w/o missing values
        x = self.data
        assert_almost_equal(np.corrcoef(x), corrcoef(x))
        assert_almost_equal(np.corrcoef(x, rowvar=False),
                            corrcoef(x, rowvar=False))
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            assert_almost_equal(np.corrcoef(x, rowvar=False, bias=True),
                                corrcoef(x, rowvar=False, bias=True)) 

Example 44

def test_1d_w_missing(self):
        # Test corrcoef 1 1D variable w/missing values
        x = self.data
        x[-1] = masked
        x -= x.mean()
        nx = x.compressed()
        assert_almost_equal(np.corrcoef(nx), corrcoef(x))
        assert_almost_equal(np.corrcoef(nx, rowvar=False),
                            corrcoef(x, rowvar=False))
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            assert_almost_equal(np.corrcoef(nx, rowvar=False, bias=True),
                                corrcoef(x, rowvar=False, bias=True))
        try:
            corrcoef(x, allow_masked=False)
        except ValueError:
            pass
        # 2 1D variables w/ missing values
        nx = x[1:-1]
        assert_almost_equal(np.corrcoef(nx, nx[::-1]), corrcoef(x, x[::-1]))
        assert_almost_equal(np.corrcoef(nx, nx[::-1], rowvar=False),
                            corrcoef(x, x[::-1], rowvar=False))
        with catch_warn_mae():
            warnings.simplefilter("ignore")
            # ddof and bias have no or negligible effect on the function
            assert_almost_equal(np.corrcoef(nx, nx[::-1]),
                                corrcoef(x, x[::-1], bias=1))
            assert_almost_equal(np.corrcoef(nx, nx[::-1]),
                                corrcoef(x, x[::-1], ddof=2)) 

Example 45

def ncc(ypred, y):
    return np.corrcoef(ypred, y)[1,0] 

Example 46

def test_convergence(self):
        size = 100

        buf = prioritized.PrioritizedBuffer(capacity=size)
        for x in range(size):
            buf.append(x)

        priority_init = list(range(size))
        random.shuffle(priority_init)
        count_sampled = [0] * size

        def priority(x, n):
            return priority_init[x] + 1 / count_sampled[x]

        count_none = 0
        for t in range(200):
            sampled, probabilities = buf.sample(16)
            if all([p is not None for p in probabilities]):
                priority_old = [priority(x, count_sampled[x]) for x in sampled]
                # assert: probabilities \propto priority_old
                qs = [x / y for x, y in zip(probabilities, priority_old)]
                for q in qs:
                    self.assertAlmostEqual(q, qs[0])
            else:
                count_none += 1
            for x in sampled:
                count_sampled[x] += 1
            priority_new = [priority(x, count_sampled[x]) for x in sampled]
            buf.set_last_priority(priority_new)

        for cnt in count_sampled:
            self.assertGreaterEqual(cnt, 1)
        self.assertLessEqual(count_none, size // 16 + 1)

        corr = np.corrcoef(np.array([priority_init, count_sampled]))[0, 1]
        self.assertGreater(corr, 0.8) 

Example 47

def corr2_coeff(AB,msk,myrad,bcast_var):
    if not np.all(msk):
        return None
    A,B = (AB[0], AB[1])
    A = A.reshape((-1,A.shape[-1]))
    B = B.reshape((-1,B.shape[-1]))
    corrAB = np.corrcoef(A.T,B.T)[16:,:16]
    classical_within = np.mean(corrAB[0:8,0:8])
    jazz_within = np.mean(corrAB[8:16,8:16])
    classJazz_between = np.mean(corrAB[8:16,0:8])
    jazzClass_between = np.mean(corrAB[0:8,8:16])
    within_genre = np.mean([classical_within,jazz_within])
    between_genre = np.mean([classJazz_between,jazzClass_between])
    diff = within_genre - between_genre
    return diff 

Example 48

def cross_correlation(data1, data2):
    """
    :param data1:
    :param data2:
    :return:
    """
    # correlation test
    corr_min = 1.0
    corr_mat = np.corrcoef(data1, data2)
    corr = np.min(corr_mat)
    corr_min = min(corr, corr_min)
    return corr_min 

Example 49

def apply(self, data):
        return np.corrcoef(data) 

Example 50

def compute_PCC(A, B, masks=None):
    """Computes the Pearson product-moment correlation coefficients (PCC) for
    the two images.

    Parameters
    -------------
    A,B : ndarray
        The two images to be compared
    masks : list of ndarrays, optional
        If supplied, the data under each mask is computed separately.

    Returns
    ----------------
    covariances : array, list of arrays
    """
    covariances = []
    if masks is None:
        data = np.vstack((np.ravel(A), np.ravel(B)))
        return np.corrcoef(data)

    for m in masks:
        weights = m[m > 0]
        masked_B = B[m > 0]
        masked_A = A[m > 0]
        data = np.vstack((masked_A, masked_B))
        # covariances.append(np.cov(data,aweights=weights))
        covariances.append(np.corrcoef(data))

    return covariances 
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