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Developer #206

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merged 4 commits into from
Apr 9, 2022
Merged

Developer #206

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46618e1
fixed bug in causal effects
jakobrunge Apr 9, 2022
95bf658
fixed bug in causal effects
jakobrunge Apr 9, 2022
21c136b
fixed bug in causal effects
jakobrunge Apr 9, 2022
3d33b8f
fixed bug in causal effects
jakobrunge Apr 9, 2022
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365 changes: 333 additions & 32 deletions docs/_build/html/_modules/tigramite/causal_effects.html
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21 changes: 9 additions & 12 deletions docs/_build/html/_modules/tigramite/data_processing.html
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Expand Up @@ -252,6 +252,8 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="n">max_lag</span> <span class="o">=</span> <span class="mi">2</span><span class="o">*</span><span class="n">tau_max</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;max_lag&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="nb">abs</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">XYZ</span><span class="p">)[:,</span> <span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">())</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;tau_max&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="n">tau_max</span>
<span class="k">elif</span> <span class="n">cut_off</span> <span class="o">==</span> <span class="s1">&#39;max_lag_or_tau_max&#39;</span><span class="p">:</span>
<span class="n">max_lag</span> <span class="o">=</span> <span class="nb">max</span><span class="p">(</span><span class="nb">abs</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">XYZ</span><span class="p">)[:,</span> <span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">min</span><span class="p">()),</span> <span class="n">tau_max</span><span class="p">)</span>
<span class="k">else</span><span class="p">:</span>
Expand All @@ -269,7 +271,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="c1"># Setup and fill array with lagged time series</span>
<span class="n">time_length</span> <span class="o">=</span> <span class="n">T</span> <span class="o">-</span> <span class="n">max_lag</span>
<span class="n">array</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">dim</span><span class="p">,</span> <span class="n">time_length</span><span class="p">),</span> <span class="n">dtype</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">values</span><span class="o">.</span><span class="n">dtype</span><span class="p">)</span>
<span class="c1"># Note, lags are negative here</span>
<span class="c1"># Note, lags are negative or zero here</span>
<span class="k">for</span> <span class="n">i</span><span class="p">,</span> <span class="p">(</span><span class="n">var</span><span class="p">,</span> <span class="n">lag</span><span class="p">)</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="n">XYZ</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">array</span><span class="p">[</span><span class="n">i</span><span class="p">,</span> <span class="p">:]</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">values</span><span class="p">[</span><span class="n">max_lag</span> <span class="o">+</span> <span class="n">lag</span><span class="p">:</span><span class="n">T</span> <span class="o">+</span> <span class="n">lag</span><span class="p">,</span> <span class="n">var</span><span class="p">]</span>
Expand All @@ -285,17 +287,11 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="n">missing_anywhere</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">where</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">any</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">isnan</span><span class="p">(</span><span class="n">array</span><span class="p">),</span> <span class="n">axis</span><span class="o">=</span><span class="mi">0</span><span class="p">))[</span><span class="mi">0</span><span class="p">])</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">remove_missing_upto_maxlag</span><span class="p">:</span>
<span class="k">for</span> <span class="n">tau</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">max_lag</span><span class="o">+</span><span class="mi">1</span><span class="p">):</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">missing_anywhere</span> <span class="o">+</span> <span class="n">tau</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">delete</span><span class="p">[</span><span class="n">delete</span> <span class="o">&lt;</span> <span class="n">time_length</span><span class="p">]</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">delete</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span><span class="p">]</span> <span class="o">+</span> <span class="n">tau</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">missing_anywhere</span> <span class="o">+</span> <span class="n">tau</span>
<span class="n">delete</span> <span class="o">=</span> <span class="n">delete</span><span class="p">[</span><span class="n">delete</span> <span class="o">&lt;</span> <span class="n">time_length</span><span class="p">]</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">delete</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="k">else</span><span class="p">:</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">bootstrap</span><span class="p">]]</span> <span class="o">=</span> <span class="mi">0</span>
<span class="n">use_indices</span><span class="p">[</span><span class="n">missing_anywhere</span><span class="p">]</span> <span class="o">=</span> <span class="mi">0</span>

<span class="c1"># Use the mask override if needed</span>
<span class="n">_use_mask</span> <span class="o">=</span> <span class="n">mask</span>
Expand Down Expand Up @@ -323,6 +319,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>
<span class="k">for</span> <span class="n">idx</span><span class="p">,</span> <span class="n">cde</span> <span class="ow">in</span> <span class="n">index_code</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
<span class="c1"># Check if the letter index is in the mask type</span>
<span class="k">if</span> <span class="p">(</span><span class="n">mask_type</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">and</span> <span class="p">(</span><span class="n">idx</span> <span class="ow">in</span> <span class="n">mask_type</span><span class="p">):</span>
<span class="nb">print</span><span class="p">(</span><span class="n">idx</span><span class="p">,</span> <span class="n">cde</span><span class="p">,</span> <span class="n">xyz</span><span class="p">,</span> <span class="n">xyz</span> <span class="o">==</span> <span class="n">cde</span><span class="p">)</span>
<span class="c1"># If so, check if any of the data that correspond to the</span>
<span class="c1"># letter index is masked by taking the product along the</span>
<span class="c1"># node-data to return a time slice selection, where 0 means</span>
Expand All @@ -332,7 +329,7 @@ <h1>Source code for tigramite.data_processing</h1><div class="highlight"><pre>

<span class="k">if</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">missing_flag</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">or</span> <span class="p">(</span><span class="n">_use_mask</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">):</span>
<span class="k">if</span> <span class="n">use_indices</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">&quot;No unmasked samples&quot;</span><span class="p">)</span>
<span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="s2">&quot;No unmasked samples!&quot;</span><span class="p">)</span>
<span class="n">array</span> <span class="o">=</span> <span class="n">array</span><span class="p">[:,</span> <span class="n">use_indices</span> <span class="o">==</span> <span class="mi">1</span><span class="p">]</span>

<span class="c1"># Print information about the constructed array</span>
Expand Down
4 changes: 2 additions & 2 deletions docs/_build/html/_modules/tigramite/independence_tests/gpdc.html
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Expand Up @@ -56,7 +56,7 @@ <h1>Source code for tigramite.independence_tests.gpdc</h1><div class="highlight"
<span class="c1"># License: GNU General Public License v3.0</span>

<span class="kn">from</span> <span class="nn">__future__</span> <span class="kn">import</span> <span class="n">print_function</span>
<span class="kn">import</span> <span class="nn">json</span><span class="o">,</span> <span class="nn">warnings</span>
<span class="kn">import</span> <span class="nn">json</span><span class="o">,</span> <span class="nn">warnings</span><span class="o">,</span> <span class="nn">os</span><span class="o">,</span> <span class="nn">pathlib</span>
<span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="k">try</span><span class="p">:</span>
<span class="kn">from</span> <span class="nn">importlib</span> <span class="kn">import</span> <span class="n">metadata</span>
Expand All @@ -65,7 +65,7 @@ <h1>Source code for tigramite.independence_tests.gpdc</h1><div class="highlight"
<span class="k">try</span><span class="p">:</span>
<span class="kn">import</span> <span class="nn">dcor</span>
<span class="kn">from</span> <span class="nn">sklearn</span> <span class="kn">import</span> <span class="n">gaussian_process</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="s1">&#39;../versions.py&#39;</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">vfile</span><span class="p">:</span>
<span class="k">with</span> <span class="nb">open</span><span class="p">(</span><span class="n">pathlib</span><span class="o">.</span><span class="n">Path</span><span class="p">(</span><span class="n">os</span><span class="o">.</span><span class="n">path</span><span class="o">.</span><span class="n">dirname</span><span class="p">(</span><span class="vm">__file__</span><span class="p">))</span> <span class="o">/</span> <span class="s1">&#39;../../versions.py&#39;</span><span class="p">,</span> <span class="s1">&#39;r&#39;</span><span class="p">)</span> <span class="k">as</span> <span class="n">vfile</span><span class="p">:</span>
<span class="n">packages</span> <span class="o">=</span> <span class="n">json</span><span class="o">.</span><span class="n">loads</span><span class="p">(</span><span class="n">vfile</span><span class="o">.</span><span class="n">read</span><span class="p">())[</span><span class="s1">&#39;all&#39;</span><span class="p">]</span>
<span class="n">packages</span> <span class="o">=</span> <span class="nb">dict</span><span class="p">(</span><span class="nb">map</span><span class="p">(</span><span class="k">lambda</span> <span class="n">s</span><span class="p">:</span> <span class="n">s</span><span class="o">.</span><span class="n">split</span><span class="p">(</span><span class="s1">&#39;&gt;=&#39;</span><span class="p">),</span> <span class="n">packages</span><span class="p">))</span>
<span class="k">if</span> <span class="n">metadata</span><span class="o">.</span><span class="n">version</span><span class="p">(</span><span class="s1">&#39;dcor&#39;</span><span class="p">)</span> <span class="o">&lt;</span> <span class="n">packages</span><span class="p">[</span><span class="s1">&#39;dcor&#39;</span><span class="p">]:</span>
Expand Down
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