diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 31d4280..aa72e69 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -1,78 +1,23 @@ # Contributing to fathon +If you have found bugs, or you want to propose a new feature: +1. describe the problem and specify the details of your setup (OS, Python version, environment, etc.); +2. provide a minimal working example that can be easily reproduced and tested; +3. open an issue with the previous information in the GitHub repository with tag bug or proposed feature. -## Bug fixes and new features +PRs are also welcomed. -If you have found or fixed bugs, or you want to propose or add a new feature, please follow these instructions. - -#### To report a bug: - -1. Describe the problem accurately and specify the details of your setup (OS, Python version, environment, etc.); -2. Provide a minimal working example that can be easily reproduced and tested; -3. Open an issue with the previous information in the Github repository with tag bug. - -#### To fix a bug: - -1. Fork the repository; -2. If the bug involves Cython code and you know Cython: - - Fix the bug; - - Describe the bug, provide a minimal working example that can be easily reproduced and tested to reproduce the bug, and explain how you fixed it; - - Create a pull request including what described in the previous point. -3. If the bug involves Cython code and you do not know Cython: - - Simply report the bug as described in "To report a bug". -4. If the bug involves Python code: - - Follow the same instructions given in point 2. - -#### To propose a new feature: - -1. Open an issue in the Github repository with tag proposed feature; -2. Please try to give a detailed description of the feature, providing references if available. - -#### To add a new feature: - -1. Fork the repository; - -2. If the new feature needs to be written in Cython and you know Cython: - - - Develop the new code; - - - Describe the new feature and provide references if available, provide a minimal working example that can be easily reproduced and tested, and list all the added or modified repository's files; - - - Create a pull request including what described in the previous point. - -3. If the new feature needs to be written in Cython and you do not know Cython: - - - Develop the new code in Python; - - Describe the new feature and provide references if available, provide the new code with information on where to include it, and provide a minimal working example that can be easily reproduced and tested; - - Open an issue with the previous information in the Github repository with tag new feature; - - I will review it and translate the code to Cython. - -4. If the new feature can be written in Python: - - - Follow the same instructions given in point 2. - -#### For any other question regarding the package: - -1. Open an issue as described in "To report a bug", but with tag question, or write to fathon.package@gmail.com. - - - -## Code formatting - -The current code is formatted using tabs. - -In case you are going to modify `fathon`, please use the same docstring format already present in the source files. +For any other question, open an issue with tag question. ## Documentation -Documentation is written in [reStructuredText](http://docutils.sourceforge.net/rst.html), built with sphinx and placed in the docs folder. If you have contributed, please update also the documentation. +Documentation is written in [reStructuredText](http://docutils.sourceforge.net/rst.html), built with sphinx and placed in the docs folder. + +The script docs_gen.sh generates `.py` files with only docstrings, since `sphinx` does not support Cython. -- Add or modify the function/class in the corresponding .rst file in the folder fun_class, and follow the same naming convention if a new file is needed; -- In case of a new file, add it at the end of index.rst; -- Install sphinx and numpydoc; - - Run docs_gen.sh inside the docs folder (the variable `SPHINXBUILD` in the `Makefile` should be probably changed), and check the result file _build/html/index.html. +The variable `SPHINXBUILD` in the `Makefile` depends on the particular user's system and should be probably changed. For any problem with the documentation, open an issue with tag documentation. \ No newline at end of file diff --git a/README.md b/README.md index c67b75e..80aff19 100755 --- a/README.md +++ b/README.md @@ -1,4 +1,4 @@ -# fathon [![Build Status](https://travis-ci.org/stfbnc/fathon.svg?branch=master)](https://travis-ci.org/stfbnc/fathon) [![Build status](https://ci.appveyor.com/api/projects/status/tl2a8c84bbvxu37p?svg=true)](https://ci.appveyor.com/project/stfbnc/fathon) +# fathon [![Build Status](https://travis-ci.com/stfbnc/fathon.svg?branch=master)](https://travis-ci.com/stfbnc/fathon) [![Build status](https://ci.appveyor.com/api/projects/status/tl2a8c84bbvxu37p?svg=true)](https://ci.appveyor.com/project/stfbnc/fathon) [![Issues](https://img.shields.io/github/issues-raw/stfbnc/fathon.svg?maxAge=25000)](https://github.com/stfbnc/fathon/issues) [![GitHub stars](https://img.shields.io/github/stars/stfbnc/fathon.svg?style=social&label=Stars&style=plastic)]() [![GitHub forks](https://img.shields.io/github/forks/stfbnc/fathon.svg?style=social&label=Fork&style=plastic)]() [![Python 3.7+](https://img.shields.io/badge/python-3.7+-blue.svg)](https://www.python.org/) @@ -62,10 +62,14 @@ Bianchi, S., (2020). fathon: A Python package for a fast computation of detrend ## Version [![PyPI version](https://badge.fury.io/py/fathon.svg)](https://badge.fury.io/py/fathon) -fathon v1.3 +fathon v1.3.1 ## Changelog +#### v1.3.1 + +- faster algorithms + #### v1.3 - MFDCCA algorithm diff --git a/docs/Makefile b/docs/Makefile index 223ec94..c45f261 100644 --- a/docs/Makefile +++ b/docs/Makefile @@ -4,7 +4,7 @@ # You can set these variables from the command line, and also # from the environment for the first two. SPHINXOPTS ?= -SPHINXBUILD ?= "/anaconda3/bin/sphinx-build" +SPHINXBUILD ?= "/opt/anaconda3/envs/fathon-env/bin/sphinx-build" SOURCEDIR = . BUILDDIR = _build diff --git a/docs/_build/doctrees/environment.pickle b/docs/_build/doctrees/environment.pickle index 745292e..77df6ef 100644 Binary files a/docs/_build/doctrees/environment.pickle and b/docs/_build/doctrees/environment.pickle differ diff --git a/docs/_build/doctrees/fun_class/fathon.DCCA.doctree b/docs/_build/doctrees/fun_class/fathon.DCCA.doctree index 8040cbc..2740495 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.DCCA.doctree and b/docs/_build/doctrees/fun_class/fathon.DCCA.doctree differ diff --git a/docs/_build/doctrees/fun_class/fathon.DFA.doctree b/docs/_build/doctrees/fun_class/fathon.DFA.doctree index de97830..9f6fd52 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.DFA.doctree and b/docs/_build/doctrees/fun_class/fathon.DFA.doctree differ diff --git a/docs/_build/doctrees/fun_class/fathon.HT.doctree b/docs/_build/doctrees/fun_class/fathon.HT.doctree index fe5d1cb..56d8880 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.HT.doctree and b/docs/_build/doctrees/fun_class/fathon.HT.doctree differ diff --git a/docs/_build/doctrees/fun_class/fathon.MFDCCA.doctree b/docs/_build/doctrees/fun_class/fathon.MFDCCA.doctree index 4552c0e..7b56af4 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.MFDCCA.doctree and b/docs/_build/doctrees/fun_class/fathon.MFDCCA.doctree differ diff --git a/docs/_build/doctrees/fun_class/fathon.MFDFA.doctree b/docs/_build/doctrees/fun_class/fathon.MFDFA.doctree index 82278cb..5466523 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.MFDFA.doctree and b/docs/_build/doctrees/fun_class/fathon.MFDFA.doctree differ diff --git a/docs/_build/doctrees/fun_class/fathon.fathonUtils.doctree b/docs/_build/doctrees/fun_class/fathon.fathonUtils.doctree index 53d171b..6bb34bc 100644 Binary files a/docs/_build/doctrees/fun_class/fathon.fathonUtils.doctree and b/docs/_build/doctrees/fun_class/fathon.fathonUtils.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.getObjectMember.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.getObjectMember.doctree index 2dc875f..4f2e16a 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.getObjectMember.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.getObjectMember.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByCount.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByCount.doctree index e7bf007..99f8c2d 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByCount.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByCount.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByStep.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByStep.doctree index 0f0d92c..a087d7c 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByStep.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.linRangeByStep.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByCount.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByCount.doctree index 558c3cd..def898f 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByCount.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByCount.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByStep.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByStep.doctree index 1e8ed35..23e5c9b 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByStep.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.powRangeByStep.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.subtractMean.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.subtractMean.doctree index e8bc16e..9041cb1 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.subtractMean.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.subtractMean.doctree differ diff --git a/docs/_build/doctrees/fun_class/fu/fathonUtils.toAggregated.doctree b/docs/_build/doctrees/fun_class/fu/fathonUtils.toAggregated.doctree index 4b5fcf9..a7952f9 100644 Binary files a/docs/_build/doctrees/fun_class/fu/fathonUtils.toAggregated.doctree and b/docs/_build/doctrees/fun_class/fu/fathonUtils.toAggregated.doctree differ diff --git a/docs/_build/doctrees/index.doctree b/docs/_build/doctrees/index.doctree index 7695810..3db6b15 100644 Binary files a/docs/_build/doctrees/index.doctree and b/docs/_build/doctrees/index.doctree differ diff --git a/docs/_build/html/.buildinfo b/docs/_build/html/.buildinfo index adb8f5e..d471116 100644 --- a/docs/_build/html/.buildinfo +++ b/docs/_build/html/.buildinfo @@ -1,4 +1,4 @@ # Sphinx build info version 1 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. -config: db3f5bea255d2777e941c20da7e7babc +config: f90c25076383ba83e2a381309ccdd14a tags: 645f666f9bcd5a90fca523b33c5a78b7 diff --git a/docs/_build/html/_sources/index.rst.txt b/docs/_build/html/_sources/index.rst.txt index 6e50a12..ee40d59 100644 --- a/docs/_build/html/_sources/index.rst.txt +++ b/docs/_build/html/_sources/index.rst.txt @@ -3,7 +3,7 @@ You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. -fathon (v1.3) +fathon (v1.3.1) *************** Current version is available for Linux (x86_64 and ARM64), macOS, and Windows (64bit). diff --git a/docs/_build/html/_static/basic.css b/docs/_build/html/_static/basic.css index c41d718..aa9df31 100644 --- a/docs/_build/html/_static/basic.css +++ b/docs/_build/html/_static/basic.css @@ -4,7 +4,7 @@ * * Sphinx stylesheet -- basic theme. * - * :copyright: Copyright 2007-2019 by the Sphinx team, see AUTHORS. + * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS. * :license: BSD, see LICENSE for details. * */ @@ -15,6 +15,12 @@ div.clearer { clear: both; } +div.section::after { + display: block; + content: ''; + clear: left; +} + /* -- relbar ---------------------------------------------------------------- */ div.related { @@ -124,7 +130,7 @@ ul.search li a { font-weight: bold; } -ul.search li div.context { +ul.search li p.context { color: #888; margin: 2px 0 0 30px; text-align: left; @@ -271,25 +277,25 @@ p.rubric { font-weight: bold; } -img.align-left, .figure.align-left, object.align-left { +img.align-left, figure.align-left, .figure.align-left, object.align-left { clear: left; float: left; margin-right: 1em; } -img.align-right, .figure.align-right, object.align-right { +img.align-right, figure.align-right, .figure.align-right, object.align-right { clear: right; float: right; margin-left: 1em; } -img.align-center, .figure.align-center, object.align-center { +img.align-center, figure.align-center, .figure.align-center, object.align-center { display: block; margin-left: auto; margin-right: auto; } -img.align-default, .figure.align-default { +img.align-default, figure.align-default, .figure.align-default { display: block; margin-left: auto; margin-right: auto; @@ -313,24 +319,31 @@ img.align-default, .figure.align-default { /* -- sidebars -------------------------------------------------------------- */ -div.sidebar { +div.sidebar, +aside.sidebar { margin: 0 0 0.5em 1em; border: 1px solid #ddb; - padding: 7px 7px 0 7px; + padding: 7px; background-color: #ffe; width: 40%; float: right; + clear: right; + overflow-x: auto; } p.sidebar-title { font-weight: bold; } +div.admonition, div.topic, blockquote { + clear: left; +} + /* -- topics ---------------------------------------------------------------- */ div.topic { border: 1px solid #ccc; - padding: 7px 7px 0 7px; + padding: 7px; margin: 10px 0 10px 0; } @@ -352,10 +365,6 @@ div.admonition dt { font-weight: bold; } -div.admonition dl { - margin-bottom: 0; -} - p.admonition-title { margin: 0px 10px 5px 0px; font-weight: bold; @@ -366,9 +375,30 @@ div.body p.centered { margin-top: 25px; } +/* -- content of sidebars/topics/admonitions -------------------------------- */ + +div.sidebar > :last-child, +aside.sidebar > :last-child, +div.topic > :last-child, +div.admonition > :last-child { + margin-bottom: 0; +} + +div.sidebar::after, +aside.sidebar::after, +div.topic::after, +div.admonition::after, +blockquote::after { + display: block; + content: ''; + clear: both; +} + /* -- tables ---------------------------------------------------------------- */ table.docutils { + margin-top: 10px; + margin-bottom: 10px; border: 0; border-collapse: collapse; } @@ -416,32 +446,34 @@ table.citation td { border-bottom: none; } -th > p:first-child, -td > p:first-child { +th > :first-child, +td > :first-child { margin-top: 0px; } -th > p:last-child, -td > p:last-child { +th > :last-child, +td > :last-child { margin-bottom: 0px; } /* -- figures --------------------------------------------------------------- */ -div.figure { +div.figure, figure { margin: 0.5em; padding: 0.5em; } -div.figure p.caption { +div.figure p.caption, figcaption { padding: 0.3em; } -div.figure p.caption span.caption-number { +div.figure p.caption span.caption-number, +figcaption span.caption-number { font-style: italic; } -div.figure p.caption span.caption-text { +div.figure p.caption span.caption-text, +figcaption span.caption-text { } /* -- field list styles ----------------------------------------------------- */ @@ -468,10 +500,71 @@ table.field-list td, table.field-list th { /* -- hlist styles ---------------------------------------------------------- */ +table.hlist { + margin: 1em 0; +} + table.hlist td { vertical-align: top; } +/* -- object description styles --------------------------------------------- */ + +.sig { + font-family: 'Consolas', 'Menlo', 'DejaVu Sans Mono', 'Bitstream Vera Sans Mono', monospace; +} + +.sig-name, code.descname { + background-color: transparent; + font-weight: bold; +} + +.sig-name { + font-size: 1.1em; +} + +code.descname { + font-size: 1.2em; +} + +.sig-prename, code.descclassname { + background-color: transparent; +} + +.optional { + font-size: 1.3em; +} + +.sig-paren { + font-size: larger; +} + +.sig-param.n { + font-style: italic; +} + +/* C++ specific styling */ + +.sig-inline.c-texpr, +.sig-inline.cpp-texpr { + font-family: unset; +} + +.sig.c .k, .sig.c .kt, +.sig.cpp .k, .sig.cpp .kt { + color: #0033B3; +} + +.sig.c .m, +.sig.cpp .m { + color: #1750EB; +} + +.sig.c .s, .sig.c .sc, +.sig.cpp .s, .sig.cpp .sc { + color: #067D17; +} + /* -- other body styles ----------------------------------------------------- */ @@ -495,17 +588,37 @@ ol.upperroman { list-style: upper-roman; } -li > p:first-child { +:not(li) > ol > li:first-child > :first-child, +:not(li) > ul > li:first-child > :first-child { margin-top: 0px; } -li > p:last-child { +:not(li) > ol > li:last-child > :last-child, +:not(li) > ul > li:last-child > :last-child { margin-bottom: 0px; } +ol.simple ol p, +ol.simple ul p, +ul.simple ol p, +ul.simple ul p { + margin-top: 0; +} + +ol.simple > li:not(:first-child) > p, +ul.simple > li:not(:first-child) > p { + margin-top: 0; +} + +ol.simple p, +ul.simple p { + margin-bottom: 0; +} + dl.footnote > dt, dl.citation > dt { float: left; + margin-right: 0.5em; } dl.footnote > dd, @@ -520,14 +633,15 @@ dl.citation > dd:after { } dl.field-list { - display: flex; - flex-wrap: wrap; + display: grid; + grid-template-columns: fit-content(30%) auto; } dl.field-list > dt { - flex-basis: 20%; font-weight: bold; word-break: break-word; + padding-left: 0.5em; + padding-right: 5px; } dl.field-list > dt:after { @@ -535,8 +649,8 @@ dl.field-list > dt:after { } dl.field-list > dd { - flex-basis: 70%; - padding-left: 1em; + padding-left: 0.5em; + margin-top: 0em; margin-left: 0em; margin-bottom: 0em; } @@ -545,7 +659,7 @@ dl { margin-bottom: 15px; } -dd > p:first-child { +dd > :first-child { margin-top: 0px; } @@ -559,6 +673,11 @@ dd { margin-left: 30px; } +dl > dd:last-child, +dl > dd:last-child > :last-child { + margin-bottom: 0; +} + dt:target, span.highlighted { background-color: #fbe54e; } @@ -572,14 +691,6 @@ dl.glossary dt { font-size: 1.1em; } -.optional { - font-size: 1.3em; -} - -.sig-paren { - font-size: larger; -} - .versionmodified { font-style: italic; } @@ -636,6 +747,10 @@ pre { overflow-y: hidden; /* fixes display issues on Chrome browsers */ } +pre, div[class*="highlight-"] { + clear: both; +} + span.pre { -moz-hyphens: none; -ms-hyphens: none; @@ -643,22 +758,57 @@ span.pre { hyphens: none; } +div[class*="highlight-"] { + margin: 1em 0; +} + td.linenos pre { - padding: 5px 0px; border: 0; background-color: transparent; color: #aaa; } table.highlighttable { - margin-left: 0.5em; + display: block; +} + +table.highlighttable tbody { + display: block; +} + +table.highlighttable tr { + display: flex; } table.highlighttable td { - padding: 0 0.5em 0 0.5em; + margin: 0; + padding: 0; +} + +table.highlighttable td.linenos { + padding-right: 0.5em; +} + +table.highlighttable td.code { + flex: 1; + overflow: hidden; +} + +.highlight .hll { + display: block; +} + +div.highlight pre, +table.highlighttable pre { + margin: 0; +} + +div.code-block-caption + div { + margin-top: 0; } div.code-block-caption { + margin-top: 1em; padding: 2px 5px; font-size: small; } @@ -667,8 +817,14 @@ div.code-block-caption code { background-color: transparent; } -div.code-block-caption + div > div.highlight > pre { - margin-top: 0; +table.highlighttable td.linenos, +span.linenos, +div.doctest > div.highlight span.gp { /* gp: Generic.Prompt */ + user-select: none; + -webkit-user-select: text; /* Safari fallback only */ + -webkit-user-select: none; /* Chrome/Safari */ + -moz-user-select: none; /* Firefox */ + -ms-user-select: none; /* IE10+ */ } div.code-block-caption span.caption-number { @@ -680,21 +836,7 @@ div.code-block-caption span.caption-text { } div.literal-block-wrapper { - padding: 1em 1em 0; -} - -div.literal-block-wrapper div.highlight { - margin: 0; -} - -code.descname { - background-color: transparent; - font-weight: bold; - font-size: 1.2em; -} - -code.descclassname { - background-color: transparent; + margin: 1em 0; } code.xref, a code { @@ -735,8 +877,7 @@ span.eqno { } span.eqno a.headerlink { - position: relative; - left: 0px; + position: absolute; z-index: 1; } diff --git a/docs/_build/html/_static/doctools.js b/docs/_build/html/_static/doctools.js index b33f87f..61ac9d2 100644 --- a/docs/_build/html/_static/doctools.js +++ b/docs/_build/html/_static/doctools.js @@ -4,7 +4,7 @@ * * Sphinx JavaScript utilities for all documentation. * - * :copyright: Copyright 2007-2019 by the Sphinx team, see AUTHORS. + * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS. * :license: BSD, see LICENSE for details. * */ @@ -29,9 +29,14 @@ if (!window.console || !console.firebug) { /** * small helper function to urldecode strings + * + * See https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/decodeURIComponent#Decoding_query_parameters_from_a_URL */ jQuery.urldecode = function(x) { - return decodeURIComponent(x).replace(/\+/g, ' '); + if (!x) { + return x + } + return decodeURIComponent(x.replace(/\+/g, ' ')); }; /** @@ -283,10 +288,12 @@ var Documentation = { }, initOnKeyListeners: function() { - $(document).keyup(function(event) { + $(document).keydown(function(event) { var activeElementType = document.activeElement.tagName; - // don't navigate when in search box or textarea - if (activeElementType !== 'TEXTAREA' && activeElementType !== 'INPUT' && activeElementType !== 'SELECT') { + // don't navigate when in search box, textarea, dropdown or button + if (activeElementType !== 'TEXTAREA' && activeElementType !== 'INPUT' && activeElementType !== 'SELECT' + && activeElementType !== 'BUTTON' && !event.altKey && !event.ctrlKey && !event.metaKey + && !event.shiftKey) { switch (event.keyCode) { case 37: // left var prevHref = $('link[rel="prev"]').prop('href'); diff --git a/docs/_build/html/_static/documentation_options.js b/docs/_build/html/_static/documentation_options.js index 6d86510..2fa8c97 100644 --- a/docs/_build/html/_static/documentation_options.js +++ b/docs/_build/html/_static/documentation_options.js @@ -3,7 +3,9 @@ var DOCUMENTATION_OPTIONS = { VERSION: '', LANGUAGE: 'None', COLLAPSE_INDEX: false, + BUILDER: 'html', FILE_SUFFIX: '.html', + LINK_SUFFIX: '.html', HAS_SOURCE: true, SOURCELINK_SUFFIX: '.txt', NAVIGATION_WITH_KEYS: false diff --git a/docs/_build/html/_static/jquery.js b/docs/_build/html/_static/jquery.js index 644d35e..b061403 100644 --- a/docs/_build/html/_static/jquery.js +++ b/docs/_build/html/_static/jquery.js @@ -1,4 +1,2 @@ -/*! jQuery v3.2.1 | (c) JS Foundation and other contributors | jquery.org/license */ -!function(a,b){"use strict";"object"==typeof 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e)h.setRequestHeader(g,e[g]);c=function(a){return function(){c&&(c=d=h.onload=h.onerror=h.onabort=h.onreadystatechange=null,"abort"===a?h.abort():"error"===a?"number"!=typeof h.status?f(0,"error"):f(h.status,h.statusText):f(Rb[h.status]||h.status,h.statusText,"text"!==(h.responseType||"text")||"string"!=typeof h.responseText?{binary:h.response}:{text:h.responseText},h.getAllResponseHeaders()))}},h.onload=c(),d=h.onerror=c("error"),void 0!==h.onabort?h.onabort=d:h.onreadystatechange=function(){4===h.readyState&&a.setTimeout(function(){c&&d()})},c=c("abort");try{h.send(b.hasContent&&b.data||null)}catch(i){if(c)throw i}},abort:function(){c&&c()}}}),r.ajaxPrefilter(function(a){a.crossDomain&&(a.contents.script=!1)}),r.ajaxSetup({accepts:{script:"text/javascript, application/javascript, application/ecmascript, application/x-ecmascript"},contents:{script:/\b(?:java|ecma)script\b/},converters:{"text script":function(a){return r.globalEval(a),a}}}),r.ajaxPrefilter("script",function(a){void 0===a.cache&&(a.cache=!1),a.crossDomain&&(a.type="GET")}),r.ajaxTransport("script",function(a){if(a.crossDomain){var b,c;return{send:function(e,f){b=r(" - - - - + + + + + + @@ -29,7 +30,8 @@

Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • DCCA
    • @@ -38,11 +40,11 @@

    Navigation

    -
    +

    DCCA¶

    -
    -
    -class fathon.DCCA(tsVec1=[], tsVec2=[])¶
    +
    +
    +class fathon.DCCA(tsVec1=[], tsVec2=[])¶

    Bases: object

    Detrended Cross-Correlation Analysis class.

    @@ -72,9 +74,9 @@

    DCCA¶

    -
    -
    -computeFlucVec(self, winSizes, polOrd=1, absVals=True, overlap=False, revSeg=False)¶
    +
    +
    +computeFlucVec(winSizes, polOrd=1, absVals=True, overlap=False, revSeg=False)¶

    Computation of the fluctuations in each window.

    Parameters
    @@ -104,9 +106,9 @@

    DCCA¶

    -
    -
    -computeRho(self, winSizes, polOrd=1, verbose=False, overlap=False, revSeg=False)¶
    +
    +
    +computeRho(winSizes, polOrd=1, verbose=False, overlap=False, revSeg=False)¶

    Computation of the cross-correlation index in each window.

    Parameters
    @@ -135,9 +137,9 @@

    DCCA¶

    -
    -
    -fitFlucVec(self, nStart=-999, nEnd=-999, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +fitFlucVec(nStart=- 999, nEnd=- 999, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values.

    Parameters
    @@ -163,9 +165,9 @@

    DCCA¶

    -
    -
    -multiFitFlucVec(self, limitsList, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +multiFitFlucVec(limitsList, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values in different intervals at the same time.

    Parameters
    @@ -189,9 +191,9 @@

    DCCA¶

    -
    -
    -rhoThresholds(self, winSizes, nSim, confLvl, polOrd=1, verbose=False)¶
    +
    +
    +rhoThresholds(L, winSizes, nSim, confLvl, polOrd=1, verbose=False)¶

    Computation of the cross-correlation index’s confidence levels in each window.

    Parameters
    @@ -224,9 +226,9 @@

    DCCA¶

    -
    -
    -saveObject(self, outFileName)¶
    +
    +
    +saveObject(outFileName)¶

    Save current object state to binary file.

    Parameters
    @@ -240,7 +242,7 @@

    DCCA¶

    -
    +

    Usage examples¶

    import numpy as np
 import fathon
@@ -276,10 +278,11 @@ 
    Usage examplesn, cInt1, cInt2 = pythresh.rhoThresholds(300, wins, 100, 0.95, polOrd=1)
    -
    -
    + + +
    @@ -315,7 +318,7 @@

    Quick search

    - +
    @@ -332,12 +335,13 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • DCCA
    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fathon.DFA.html b/docs/_build/html/fun_class/fathon.DFA.html index c2b508f..30635ca 100644 --- a/docs/_build/html/fun_class/fathon.DFA.html +++ b/docs/_build/html/fun_class/fathon.DFA.html @@ -1,17 +1,18 @@ - + + + DFA — fathon documentation - - - - - - - + + + + + + @@ -29,7 +30,8 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • DFA
    • @@ -38,11 +40,11 @@

    Navigation

    -
    +

    DFA¶

    -
    -
    -class fathon.DFA(tsVec)¶
    +
    +
    +class fathon.DFA(tsVec)¶

    Bases: object

    Detrended Fluctuation Analysis class.

    @@ -60,9 +62,9 @@

    DFA¶

    -
    -
    -computeFlucVec(self, winSizes, polOrd=1, revSeg=False)¶
    +
    +
    +computeFlucVec(winSizes, polOrd=1, revSeg=False)¶

    Computation of the fluctuations in each window.

    Parameters
    @@ -86,9 +88,9 @@

    DFA¶

    -
    -
    -fitFlucVec(self, nStart=-999, nEnd=-999, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +fitFlucVec(nStart=- 999, nEnd=- 999, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values.

    Parameters
    @@ -114,9 +116,9 @@

    DFA¶

    -
    -
    -multiFitFlucVec(self, limitsList, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +multiFitFlucVec(limitsList, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values in different intervals at the same time.

    Parameters
    @@ -140,9 +142,9 @@

    DFA¶

    -
    -
    -saveObject(self, outFileName)¶
    +
    +
    +saveObject(outFileName)¶

    Save current object state to binary file.

    Parameters
    @@ -156,7 +158,7 @@

    DFA¶

    -
    +

    Usage examples¶

    import numpy as np
 import fathon
@@ -180,10 +182,11 @@ 
    Usage exampleslist_H, list_H_intercept = pydfa.multiFitFlucVec(limits_list)
    -
    -
    + + +
    @@ -219,7 +222,7 @@

    Quick search

    - +
    @@ -236,12 +239,13 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • DFA
    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fathon.HT.html b/docs/_build/html/fun_class/fathon.HT.html index 916d62a..2d928c8 100644 --- a/docs/_build/html/fun_class/fathon.HT.html +++ b/docs/_build/html/fun_class/fathon.HT.html @@ -1,17 +1,18 @@ - + + + HT — fathon documentation - - - - - - - + + + + + + @@ -25,7 +26,8 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • HT
    • @@ -34,11 +36,11 @@

    Navigation

    -
    +

    HT¶

    -
    -
    -class fathon.HT(tsVec)¶
    +
    +
    +class fathon.HT(tsVec)¶

    Bases: object

    Time-dependent local Hurst exponent class.

    @@ -51,9 +53,9 @@

    HT¶

    -
    -
    -computeHt(self, scales, polOrd=1, mfdfaPolOrd=1, q0Fit=[], verbose=False)¶
    +
    +
    +computeHt(scales, polOrd=1, mfdfaPolOrd=1, q0Fit=[], verbose=False)¶

    Computation of the time-dependent local Hurst exponent at each scale, using Ihlen’s approach.

    Parameters
    @@ -81,9 +83,9 @@

    HT¶

    -
    -
    -saveObject(self, outFileName)¶
    +
    +
    +saveObject(outFileName)¶

    Save current object state to binary file.

    Parameters
    @@ -97,7 +99,7 @@

    HT¶

    -
    +

    Usage examples¶

    import numpy as np
 import fathon
@@ -115,10 +117,11 @@ 
    Usage examplesht = pyht.computeHt([100, 200, 1000], mfdfaPolOrd=1, polOrd=1)
    -
    -
    + + +
    @@ -151,7 +154,7 @@

    Quick search

    - +
    @@ -165,12 +168,13 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • HT
    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fathon.MFDCCA.html b/docs/_build/html/fun_class/fathon.MFDCCA.html index e2aa0ed..13090b7 100644 --- a/docs/_build/html/fun_class/fathon.MFDCCA.html +++ b/docs/_build/html/fun_class/fathon.MFDCCA.html @@ -1,17 +1,18 @@ - + + + MFDCCA — fathon documentation - - - - - - - + + + + + + @@ -29,7 +30,8 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • MFDCCA
    • @@ -38,11 +40,11 @@

    Navigation

    -
    +

    MFDCCA¶

    -
    -
    -class fathon.MFDCCA(tsVec1, tsVec2=[])¶
    +
    +
    +class fathon.MFDCCA(tsVec1, tsVec2=[])¶

    Bases: object

    MultiFractal Detrended Cross-Correlation Analysis class.

    @@ -66,9 +68,9 @@

    MFDCCA -
    -computeFlucVec(self, winSizes, qList, polOrd=1, revSeg=False)¶
    +
    +
    +computeFlucVec(winSizes, qList, polOrd=1, revSeg=False)¶

    Computation of the fluctuations in each window for each q-order.

    Parameters
    @@ -96,9 +98,9 @@

    MFDCCA -
    -computeMassExponents(self)¶
    +
    +
    +computeMassExponents()¶

    Computation of the mass exponents.

    Returns
    @@ -110,9 +112,9 @@

    MFDCCA -
    -computeMultifractalSpectrum(self)¶
    +
    +
    +computeMultifractalSpectrum()¶

    Computation of the multifractal spectrum.

    Returns
    @@ -126,9 +128,9 @@

    MFDCCA -
    -fitFlucVec(self, nStart=-999, nEnd=-999, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +fitFlucVec(nStart=- 999, nEnd=- 999, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values.

    Parameters
    @@ -154,9 +156,9 @@

    MFDCCA -
    -saveObject(self, outFileName)¶
    +
    +
    +saveObject(outFileName)¶

    Save current object state to binary file.

    Parameters
    @@ -170,7 +172,7 @@

    MFDCCA +

    Usage examples¶

    import numpy as np
 import fathon
@@ -198,10 +200,11 @@ 
    Usage examplesalpha, mfSpect = pymfdcca.computeMultifractalSpectrum()
    -

    -
    + + +
    @@ -237,7 +240,7 @@

    Quick search

    - +
    @@ -254,12 +257,13 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • MFDCCA
    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fathon.MFDFA.html b/docs/_build/html/fun_class/fathon.MFDFA.html index d550ae3..ada8cdb 100644 --- a/docs/_build/html/fun_class/fathon.MFDFA.html +++ b/docs/_build/html/fun_class/fathon.MFDFA.html @@ -1,17 +1,18 @@ - + + + MFDFA — fathon documentation - - - - - - - + + + + + + @@ -29,7 +30,8 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • MFDFA
    • @@ -38,11 +40,11 @@

    Navigation

    -
    +

    MFDFA¶

    -
    -
    -class fathon.MFDFA(tsVec)¶
    +
    +
    +class fathon.MFDFA(tsVec)¶

    Bases: object

    MultiFractal Detrended Fluctuation Analysis class.

    @@ -64,9 +66,9 @@

    MFDFA

    -
    -
    -computeFlucVec(self, winSizes, qList, polOrd=1, revSeg=False)¶
    +
    +
    +computeFlucVec(winSizes, qList, polOrd=1, revSeg=False)¶

    Computation of the fluctuations in each window for each q-order.

    Parameters
    @@ -94,9 +96,9 @@

    MFDFA

    -
    -
    -computeMassExponents(self)¶
    +
    +
    +computeMassExponents()¶

    Computation of the mass exponents.

    Returns
    @@ -108,9 +110,9 @@

    MFDFA

    -
    -
    -computeMultifractalSpectrum(self)¶
    +
    +
    +computeMultifractalSpectrum()¶

    Computation of the multifractal spectrum.

    Returns
    @@ -124,9 +126,9 @@

    MFDFA

    -
    -
    -fitFlucVec(self, nStart=-999, nEnd=-999, logBase=2.718281828459045, verbose=False)¶
    +
    +
    +fitFlucVec(nStart=- 999, nEnd=- 999, logBase=2.718281828459045, verbose=False)¶

    Fit of the fluctuations values.

    Parameters
    @@ -152,9 +154,9 @@

    MFDFA

    -
    -
    -saveObject(self, outFileName)¶
    +
    +
    +saveObject(outFileName)¶

    Save current object state to binary file.

    Parameters
    @@ -168,7 +170,7 @@

    MFDFA

    -
    +

    Usage examples¶

    import numpy as np
 import fathon
@@ -194,10 +196,11 @@ 
    Usage examplesalpha, mfSpect = pymfdfa.computeMultifractalSpectrum()
    -
    -
    + + +
    @@ -233,7 +236,7 @@

    Quick search

    - +
    @@ -250,12 +253,13 @@

    Navigation

  • previous |
    • -
  • fathon documentation »
    • +
  • fathon documentation »
    • +
  • MFDFA
    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fathon.fathonUtils.html b/docs/_build/html/fun_class/fathon.fathonUtils.html index c0ef453..e71996a 100644 --- a/docs/_build/html/fun_class/fathon.fathonUtils.html +++ b/docs/_build/html/fun_class/fathon.fathonUtils.html @@ -1,21 +1,22 @@ - + + + fathonUtils — fathon documentation - - - - - - - + + + + + + - + @@ -38,7 +40,7 @@

    Navigation

    -
    +

    fathonUtils¶

    -
    + +
    @@ -61,7 +64,7 @@

    fathonUtils

    Previous topic

    fathon (v1.3)

    + title="previous chapter">fathon (v1.3.1)

    Next topic

    subtractMean

    @@ -81,7 +84,7 @@

    Quick search

    - +
    @@ -96,14 +99,15 @@

    Navigation

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.getObjectMember.html b/docs/_build/html/fun_class/fu/fathonUtils.getObjectMember.html index 08b6d9d..e1bbacf 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.getObjectMember.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.getObjectMember.html @@ -1,17 +1,18 @@ - + + + getObjectMember — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

    Navigation

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    • @@ -39,11 +41,11 @@

    Navigation

    -
    +

    getObjectMember¶

    -
    -
    -fathon.fathonUtils.getObjectMember(fileName, memberName)¶
    +
    +
    +fathon.fathonUtils.getObjectMember(fileName, memberName)¶

    Return member of a previously saved object. Member’s name is the same of the object’s member it refers to. Member isComputed has no practical use and cannot be retrieved.

    Parameters
    @@ -63,9 +65,10 @@

    getObjectMember

    @@ -93,7 +96,7 @@

    Quick search

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    @@ -111,12 +114,13 @@

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.linRangeByCount.html b/docs/_build/html/fun_class/fu/fathonUtils.linRangeByCount.html index 612a164..8b7f754 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.linRangeByCount.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.linRangeByCount.html @@ -1,17 +1,18 @@ - + + + linRangeByCount — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
    +

    linRangeByCount¶

    -
    -
    -fathon.fathonUtils.linRangeByCount(start, end, count=-1)¶
    +
    +
    +fathon.fathonUtils.linRangeByCount(start, end, count=- 1)¶

    Array of linearly separated elements.

    Parameters
    @@ -65,7 +67,7 @@

    linRangeByCount +

    Usage examples¶

    from fathon import fathonUtils as fu
 
@@ -73,10 +75,11 @@ 
    Usage examplesa = fu.linRangeByCount(10, 100, count=42)
    -

    -
    + + +
    @@ -112,7 +115,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.linRangeByStep.html b/docs/_build/html/fun_class/fu/fathonUtils.linRangeByStep.html index d3132a8..c9f2d36 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.linRangeByStep.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.linRangeByStep.html @@ -1,17 +1,18 @@ - + + + linRangeByStep — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
    +

    linRangeByStep¶

    -
    -
    -fathon.fathonUtils.linRangeByStep(start, end, step=1)¶
    +
    +
    +fathon.fathonUtils.linRangeByStep(start, end, step=1)¶

    Array of linearly separated elements.

    Parameters
    @@ -65,7 +67,7 @@

    linRangeByStep +

    Usage examples¶

    from fathon import fathonUtils as fu
 
@@ -73,10 +75,11 @@ 
    Usage examplesa = fu.linRangeByStep(10, 100, step=2)
    -

    -
    + + +
    @@ -112,7 +115,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.powRangeByCount.html b/docs/_build/html/fun_class/fu/fathonUtils.powRangeByCount.html index e5e8b95..1bea17d 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.powRangeByCount.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.powRangeByCount.html @@ -1,17 +1,18 @@ - + + + powRangeByCount — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
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    powRangeByCount¶

    -
    -
    -fathon.fathonUtils.powRangeByCount(start, end, count=-1, base=2)¶
    +
    +
    +fathon.fathonUtils.powRangeByCount(start, end, count=- 1, base=2)¶

    Array of elements given by base raised to linearly separated exponents.

    Parameters
    @@ -67,7 +69,7 @@

    powRangeByCount +

    Usage examples¶

    from fathon import fathonUtils as fu
 
@@ -75,10 +77,11 @@ 
    Usage examplesa = fu.powRangeByCount(10, 1000, base=3, count=42)
    -

    -
    + + +
    @@ -114,7 +117,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.powRangeByStep.html b/docs/_build/html/fun_class/fu/fathonUtils.powRangeByStep.html index 3b3152a..588cec6 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.powRangeByStep.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.powRangeByStep.html @@ -1,17 +1,18 @@ - + + + powRangeByStep — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
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    powRangeByStep¶

    -
    -
    -fathon.fathonUtils.powRangeByStep(start, end, step=1, base=2)¶
    +
    +
    +fathon.fathonUtils.powRangeByStep(start, end, step=1, base=2)¶

    Array of elements given by base raised to linearly separated exponents.

    Parameters
    @@ -67,7 +69,7 @@

    powRangeByStep +

    Usage examples¶

    from fathon import fathonUtils as fu
 
@@ -75,10 +77,11 @@ 
    Usage examplesa = fu.powRangeByStep(10, 1000, step=2, base=3)
    -

    -
    + + +
    @@ -114,7 +117,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.subtractMean.html b/docs/_build/html/fun_class/fu/fathonUtils.subtractMean.html index 6cc3307..3c032ad 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.subtractMean.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.subtractMean.html @@ -1,17 +1,18 @@ - + + + subtractMean — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
    +

    subtractMean¶

    -
    -
    -fathon.fathonUtils.subtractMean(vec)¶
    +
    +
    +fathon.fathonUtils.subtractMean(vec)¶

    Subtracts mean of a vector.

    Parameters
    @@ -61,7 +63,7 @@

    subtractMean +

    Usage examples¶

    import numpy as np
 from fathon import fathonUtils as fu
@@ -73,10 +75,11 @@ 
    Usage examplesa = fu.subtractMean(a)
    -

    -
    + + +
    @@ -112,7 +115,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/fun_class/fu/fathonUtils.toAggregated.html b/docs/_build/html/fun_class/fu/fathonUtils.toAggregated.html index dbeeda7..3603fb5 100644 --- a/docs/_build/html/fun_class/fu/fathonUtils.toAggregated.html +++ b/docs/_build/html/fun_class/fu/fathonUtils.toAggregated.html @@ -1,17 +1,18 @@ - + + + toAggregated — fathon documentation - - - - - - - + + + + + + @@ -30,7 +31,8 @@

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    • @@ -39,11 +41,11 @@

    Navigation

    -
    +

    toAggregated¶

    -
    -
    -fathon.fathonUtils.toAggregated(vec)¶
    +
    +
    +fathon.fathonUtils.toAggregated(vec)¶

    Subtracts mean of a vector and computes the cumulative sum.

    Parameters
    @@ -61,7 +63,7 @@

    toAggregated +

    Usage examples¶

    import numpy as np
 from fathon import fathonUtils as fu
@@ -73,10 +75,11 @@ 
    Usage examplesa = fu.toAggregated(a)
    -

    -
    + + +
    @@ -112,7 +115,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/genindex.html b/docs/_build/html/genindex.html index 7482a5c..9c25193 100644 --- a/docs/_build/html/genindex.html +++ b/docs/_build/html/genindex.html @@ -1,18 +1,17 @@ - - + + Index — fathon documentation - - - - - - - + + + + + + @@ -22,7 +21,8 @@

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    • @@ -208,6 +208,7 @@

    T

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    @@ -222,7 +223,7 @@

    Quick search

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    • \ No newline at end of file diff --git a/docs/_build/html/index.html b/docs/_build/html/index.html index c9b68cc..66fcf29 100644 --- a/docs/_build/html/index.html +++ b/docs/_build/html/index.html @@ -1,17 +1,18 @@ - + - fathon (v1.3) — fathon documentation - - - - - - - + + + fathon (v1.3.1) — fathon documentation + + + + + + @@ -25,7 +26,8 @@

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    • @@ -34,8 +36,8 @@

    Navigation

    -
    -

    fathon (v1.3)¶

    +
    +

    fathon (v1.3.1)¶

    Current version is available for Linux (x86_64 and ARM64), macOS, and Windows (64bit).

    Python package for detrended fluctuation analysis (DFA) and related algorithms. fathon provides five main algorithms, namely

    @@ -48,19 +50,19 @@

    fathon (v1.3) +

    Requirements¶

    • Python 3.7+

    • numpy (>=1.20)

    • Cython

    -

    -
    + +

    Installation¶

    pip install fathon

    -
    -
    + +

    Documentation for the Code¶

      @@ -72,10 +74,11 @@

      Documentation for the CodeHT

    -
    -
    + + +
    @@ -83,7 +86,7 @@

    Documentation for the Code

    Table of Contents

      -
    • fathon (v1.3)
        +
      • fathon (v1.3.1) \ No newline at end of file diff --git a/docs/_build/html/objects.inv b/docs/_build/html/objects.inv index 767156b..3563d5b 100644 --- a/docs/_build/html/objects.inv +++ b/docs/_build/html/objects.inv @@ -2,8 +2,6 @@ # Project: fathon # Version: # The remainder of this file is compressed using zlib. -xÚ­–ÍŽ›0…÷~ -Kí¢]$£Qw³›fj¥‹¨Õ$í¶ràòSa3¼}CHÃØæšt…uñùöÅ2n -%—O«Õ#­‰àZÓ{šµò×i|—]', S‰wïé‚ØÅDUuk€‰6ù I©àx7Ey.Ô\BVšŸ¡j…)Ù͘¦P»¢](‘ê¹Í_àÛþ7$fM4“95q­ô0Ðmðèãšà wÏ¡_ï‚{·Þ9—[Oø¹Åاu¨7lòäöS<ʨ–£H›£àËk­$H£ÿ¯{²†'†‹m}Ü£¦­nÁbßÏ0Û2?…Mvyt±=›âÄul’6§_^hD·¼Œˆ^9ýå‡)…^æ`zЪ=4îHIL©äØÞdA QÊg.sø|X©V¬ÅH†´Ø¨ã:UРVæ¬a$CZĬa¨ -èvoº—x\bñ¶&7ê1Ïȹ ·5Üõ?@µIR•ÐEè‡v#âú$†õì"gõñ㟿`t½#ž¨ Ê­4¥ý˜¸Oñ…]!®UXû$Ùý9ñ¬ÁÆÇa:Bè¨H°é€rt% - 2-" ÿN:¬lt ü\qCGE‚Œ’HÃë‡5‚Š”Ù›,¢v… beô&—¨]!9ÈR¦ðzb ¾ÑÑ.Õ^ðµ’ë´³¥5£7¤^î—Ÿ>’J¥f}X\nœ·J[gºÞ$ÅPÑ×úÉÛþþwžù ò_U \ No newline at end of file +xÚ­•K›0…÷þ–ÚE» £¨»ÙM3Eé"êh’v[9æò¨ŒÀL'ÿ¾ò0ĘkÒUÐÅç;ñ½ø8f:Urñ¼Z=ÑâðÈ«*º¤q-Ÿâë‚Eªsñá# ˆYä*/j ¡¨ù/à-$‡æm4‹òšª¹„8Ówþ‡¼: ïÆ”©Ú¥%T©Q5R±7ø±ÿ\Ï!„à ­¿QŽ0ÐcÑû a‚îžE¿Þ9{·ÞYçέ'üìb쿵¨7áäÉí–Œ(½FŽ"mÁ·÷BIºú¼ö{ˆKÆ5Û¢éQYç÷`±ß§›‚Ù8%œœZ8¢óÙÇob“´9ó…zLk”á1+ #✠®ÇÀ™ÃFÁ Ä¬ŸÊ+Œ¿ºŸŸ:Õ"ÝmhùÊ–ÚÀ¸Î”ìo¬~pÈn¶j®™|e2¯‡•ª¥ÆZ dH‹­†Âß¡U9 +õwÎ2¤…Ïú*§AUïu{˜6À$ojœp­ž’¤„„iˆ°pSsOuïú —Øõ¶½¨óøx؆wZ0‘«ý«Ð¤Ål˜´ûÜ÷â¹!ÙN9­tô)îŽÚ>Ûwëó<´¨›f¹Ä§ÖÒõŽŒ4Ì)7zJ»gbïÕ%¼Bl»0¾&'ÉüêŽ<£@°!7â0ŒtP$ØÌC9Úr’Š™ž†—È¡ýÁ"ÊÏ¢tP$È€ô4¼n°_#¨ÀD™Ý$,5+ž(£›´¥f…$ 3Áû‘%ØDK;W;Á÷ö‘\—,!ýô¶\|Y,?“\EjqÎ/NÇ[Eµ€ßx;!{9Ýzê +XÉÓ¾°«ušm÷þ…%@þtMàW \ No newline at end of file diff --git a/docs/_build/html/search.html b/docs/_build/html/search.html index c0f4e94..f1fb7a1 100644 --- a/docs/_build/html/search.html +++ b/docs/_build/html/search.html @@ -1,22 +1,23 @@ - + + Search — fathon documentation - - + + - - - - - - + + + + + + - + @@ -26,7 +27,8 @@

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      @@ -36,29 +38,36 @@

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      - From here you can search these documents. Enter your search - words into the box below and click "search". Note that the search - function will automatically search for all of the words. Pages - containing fewer words won't appear in the result list. + Searching for multiple words only shows matches that contain + all words.

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Parameters diff --git a/docs/index.rst b/docs/index.rst index 6e50a12..ee40d59 100644 --- a/docs/index.rst +++ b/docs/index.rst @@ -3,7 +3,7 @@ You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. -fathon (v1.3) +fathon (v1.3.1) *************** Current version is available for Linux (x86_64 and ARM64), macOS, and Windows (64bit). diff --git a/fathon/__init__.py b/fathon/__init__.py index 7872d3d..56c6094 100755 --- a/fathon/__init__.py +++ b/fathon/__init__.py @@ -31,6 +31,6 @@ and related algorithms. """ -__version__ = '1.3' +__version__ = '1.3.1' __author__ = 'Stefano Bianchi' __git_repo__ = 'https://github.com/stfbnc/fathon' diff --git a/fathon/cLoops.c b/fathon/cLoops.c index ddc280b..957b475 100755 --- a/fathon/cLoops.c +++ b/fathon/cLoops.c @@ -19,302 +19,360 @@ #include "omp.h" //main loop for DFA (computes fluctuations starting from the beginning of the array y) -double flucDFAForwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord) +void flucDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) { - var -= fit_coeffs[k] * pow(t[start_lim + j], k); + double var = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + f += pow(var, 2.0); } - f += pow(var, 2.0); + + free(fit_coeffs); } - - free(fit_coeffs); + + f_vec[i] = sqrt(f / (N_s * curr_win_size)); } - - f = sqrt(f / (N_s * curr_win_size)); - - return f; } //main loop for DFA (computes fluctuations starting from the beginning of the array y //and then computes fluctuations again starting from the end of the array y) -double flucDFAForwBackwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord) +void flucDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs[k] * pow(t[start_lim + j], k); + double var_1 = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + f += pow(var_1, 2.0); } - f += pow(var_1, 2.0); - } - start_lim = v * curr_win_size + (N - N_s * curr_win_size); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) - { - double var_2 = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + start_lim = v * curr_win_size + (N - N_s * curr_win_size); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) { - var_2 -= fit_coeffs[k] * pow(t[start_lim + j], k); + double var_2 = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_2 -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + f += pow(var_2, 2.0); } - f += pow(var_2, 2.0); + + free(fit_coeffs); } - - free(fit_coeffs); + + f_vec[i] = sqrt(f / (2.0 * N_s * curr_win_size)); } - - f = sqrt(f / (2.0 * N_s * curr_win_size)); - - return f; } //main loop for MFDFA (computes fluctuations starting from the beginning of the array y) -double flucMFDFAForwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord) +void flucMFDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int iq = 0; #endif - #pragma omp parallel for reduction(+ : f) #ifdef _WIN64 - for(v = 0; v < N_s; v++) +#pragma omp parallel for + for(iq = 0; iq < n_q; iq++) + { + int i = 0; + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) -#endif +#pragma omp parallel for collapse(2) + for(int iq = 0; iq < n_q; iq++) { - double rms = 0.0; - int start_lim = v * curr_win_size; - double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) + for(int i = 0; i < n_wins; i++) +#endif { - double var = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double q = qs[iq]; + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - var -= fit_coeffs[k] * pow(t[start_lim + j], k); + double rms = 0.0; + int start_lim = v * curr_win_size; + double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) + { + double var = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + rms += pow(var, 2.0); + } + + if(q == 0.0) + { + f += log(rms / (double)curr_win_size); + } + else + { + f += pow(rms / (double)curr_win_size, 0.5 * q); + } + + free(fit_coeffs); + } + + if(q == 0.0) + { + f_vec[iq * n_wins + i] = exp(f / (double)(2 * N_s)); + } + else + { + f_vec[iq * n_wins + i] = pow(f / (double)N_s, 1 / (double)q); } - rms += pow(var, 2.0); - } - - if(q == 0.0) - { - f += log(rms / (double)curr_win_size); - } - else - { - f += pow(rms / (double)curr_win_size, 0.5 * q); } - - free(fit_coeffs); } - - if(q == 0.0) - { - f = exp(f / (double)(2 * N_s)); - } - else - { - f = pow(f / (double)N_s, 1 / (double)q); - } - - return f; } //main loop for MFDFA (computes fluctuations starting from the beginning of the array y //and then computes fluctuations again starting from the end of the array y) -double flucMFDFAForwBackwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord) +void flucMFDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int iq = 0; #endif - #pragma omp parallel for reduction(+ : f) #ifdef _WIN64 - for(v = 0; v < N_s; v++) +#pragma omp parallel for + for(iq = 0; iq < n_q; iq++) + { + int i = 0; + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) -#endif +#pragma omp parallel for collapse(2) + for(int iq = 0; iq < n_q; iq++) { - double rms1 = 0.0; - double rms2 = 0.0; - int start_lim = v * curr_win_size; - double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) + for(int i = 0; i < n_wins; i++) +#endif { - double var_1 = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double q = qs[iq]; + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - var_1 -= fit_coeffs[k] * pow(t[start_lim + j], k); + double rms1 = 0.0; + double rms2 = 0.0; + int start_lim = v * curr_win_size; + double *fit_coeffs = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) + { + double var_1 = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + rms1 += pow(var_1, 2.0); + } + + start_lim = v * curr_win_size + (N - N_s * curr_win_size); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); + + for(int j = 0; j < curr_win_size; j++) + { + double var_2 = y[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_2 -= fit_coeffs[k] * pow(t[start_lim + j], k); + } + rms2 += pow(var_2, 2.0); + } + + if(q == 0.0) + { + f += (log(rms1 / (double)curr_win_size) + log(rms2 / (double)curr_win_size)); + } + else + { + f += (pow(rms1 / (double)curr_win_size, 0.5 * q) + pow(rms2 / (double)curr_win_size, 0.5 * q)); + } + + free(fit_coeffs); } - rms1 += pow(var_1, 2.0); - } - - start_lim = v * curr_win_size + (N - N_s * curr_win_size); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y + start_lim, fit_coeffs); - - for(int j = 0; j < curr_win_size; j++) - { - double var_2 = y[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + + if(q == 0.0) { - var_2 -= fit_coeffs[k] * pow(t[start_lim + j], k); + f_vec[iq * n_wins + i] = exp(f / (double)(4 * N_s)); + } + else + { + f_vec[iq * n_wins + i] = pow(f / (double)(2 * N_s), 1 / (double)q); } - rms2 += pow(var_2, 2.0); - } - - if(q == 0.0) - { - f += (log(rms1 / (double)curr_win_size) + log(rms2 / (double)curr_win_size)); - } - else - { - f += (pow(rms1 / (double)curr_win_size, 0.5 * q) + pow(rms2 / (double)curr_win_size, 0.5 * q)); } - - free(fit_coeffs); } - - if(q == 0.0) - { - f = exp(f / (double)(4 * N_s)); - } - else - { - f = pow(f / (double)(2 * N_s), 1 / (double)q); - } - - return f; } //main loop for DCCA (computes fluctuations using absolute values) -double flucDCCAAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCAAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N - curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - double *fit_coeffs1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y1 + v, fit_coeffs1); - polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y2 + v, fit_coeffs2); - - for(int j = 0; j <= curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N - curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[v + j]; - double var_2 = y2[v + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double *fit_coeffs1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y1 + v, fit_coeffs1); + polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y2 + v, fit_coeffs2); + + for(int j = 0; j <= curr_win_size; j++) { - var_1 -= fit_coeffs1[k] * pow(t[v + j], k); - var_2 -= fit_coeffs2[k] * pow(t[v + j], k); + double var_1 = y1[v + j]; + double var_2 = y2[v + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs1[k] * pow(t[v + j], k); + var_2 -= fit_coeffs2[k] * pow(t[v + j], k); + } + f += fabs(var_1 * var_2); } - f += fabs(var_1 * var_2); + + free(fit_coeffs1); + free(fit_coeffs2); } - free(fit_coeffs1); - free(fit_coeffs2); + f_vec[i] = sqrt(f / (N_s * (curr_win_size - 1))); } - - f = sqrt(f / (N_s * (curr_win_size - 1))); - - return f; } //main loop for DCCA (computes fluctuations without using absolute values) -double flucDCCANoAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCANoAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N - curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - double *fit_coeffs1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y1 + v, fit_coeffs1); - polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y2 + v, fit_coeffs2); - - for(int j = 0; j <= curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N - curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[v + j]; - double var_2 = y2[v + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double *fit_coeffs1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y1 + v, fit_coeffs1); + polynomialFit(curr_win_size + 1, pol_ord + 1, t + v, y2 + v, fit_coeffs2); + + for(int j = 0; j <= curr_win_size; j++) { - var_1 -= fit_coeffs1[k] * pow(t[v + j], k); - var_2 -= fit_coeffs2[k] * pow(t[v + j], k); + double var_1 = y1[v + j]; + double var_2 = y2[v + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs1[k] * pow(t[v + j], k); + var_2 -= fit_coeffs2[k] * pow(t[v + j], k); + } + f += var_1 * var_2; } - f += var_1 * var_2; + + free(fit_coeffs1); + free(fit_coeffs2); } - free(fit_coeffs1); - free(fit_coeffs2); + f_vec[i] = f / (N_s * (curr_win_size - 1)); } - - f = f / (N_s * (curr_win_size - 1)); - - return f; } //main loop for HT (computes fluctuations) @@ -343,346 +401,404 @@ double HTCompute(double *y, double *t, int scale, int N, int pol_ord, int v) //main loop for DCCA without overlap (computes fluctuations starting from the beginning // of the array y and using absolute values) -double flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += fabs(var_1 * var_2); } - f += fabs(var_1 * var_2); + + free(fit_coeffs_1); + free(fit_coeffs_2); } - free(fit_coeffs_1); - free(fit_coeffs_2); + f_vec[i] = sqrt(f / (N_s * curr_win_size)); } - - f = sqrt(f / (N_s * curr_win_size)); - - return f; } //main loop for DCCA without overlap (ccomputes fluctuations starting from the beginning of the array y //and then computes fluctuations again starting from the end of the arrays y1 and y2, and using absolute values) -double flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += fabs(var_1 * var_2); } - f += fabs(var_1 * var_2); - } - - start_lim = v * curr_win_size + (N - N_s * curr_win_size); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) - { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + + start_lim = v * curr_win_size + (N - N_s * curr_win_size); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += fabs(var_1 * var_2); } - f += fabs(var_1 * var_2); + + free(fit_coeffs_1); + free(fit_coeffs_2); } - free(fit_coeffs_1); - free(fit_coeffs_2); + f_vec[i] = sqrt(f / (2.0 * N_s * curr_win_size)); } - - f = sqrt(f / (2.0 * N_s * curr_win_size)); - - return f; } //main loop for DCCA without overlap (computes fluctuations starting from the beginning // of the array y) -double flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += var_1 * var_2; } - f += var_1 * var_2; + + free(fit_coeffs_1); + free(fit_coeffs_2); } - free(fit_coeffs_1); - free(fit_coeffs_2); + f_vec[i] = f / (N_s * curr_win_size); } - - f = f / (N_s * curr_win_size); - - return f; } //main loop for DCCA without overlap (computes fluctuations starting from the beginning of the array y //and then computes fluctuations again starting from the end of the arrays y1 and y2) -double flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) +void flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int i = 0; #endif - #pragma omp parallel for reduction(+ : f) +#pragma omp parallel for #ifdef _WIN64 - for(v = 0; v < N_s; v++) + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) + for(int i = 0; i < n_wins; i++) #endif { - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += var_1 * var_2; } - f += var_1 * var_2; - } - - start_lim = v * curr_win_size + (N - N_s * curr_win_size); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) - { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + + start_lim = v * curr_win_size + (N - N_s * curr_win_size); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + f += var_1 * var_2; } - f += var_1 * var_2; + + free(fit_coeffs_1); + free(fit_coeffs_2); } - free(fit_coeffs_1); - free(fit_coeffs_2); + f_vec[i] = f / (2.0 * N_s * curr_win_size); } - - f = f / (2.0 * N_s * curr_win_size); - - return f; } //main loop for MFDCCA (computes fluctuations starting from the beginning of the array y) -double flucMFDCCAForwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord) +void flucMFDCCAForwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int iq = 0; #endif - #pragma omp parallel for reduction(+ : f) #ifdef _WIN64 - for(v = 0; v < N_s; v++) +#pragma omp parallel for + for(iq = 0; iq < n_q; iq++) + { + int i = 0; + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) -#endif +#pragma omp parallel for collapse(2) + for(int iq = 0; iq < n_q; iq++) { - double rms = 0.0; - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + for(int i = 0; i < n_wins; i++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double q = qs[iq]; + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double rms = 0.0; + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) + { + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + rms += fabs(var_1 * var_2); + } + + if(q == 0.0) + { + f += log(rms / (double)curr_win_size); + } + else + { + f += pow(rms / (double)curr_win_size, 0.5 * q); + } + + free(fit_coeffs_1); + free(fit_coeffs_2); + } + + if(q == 0.0) + { + f_vec[iq * n_wins + i] = exp(f / (double)(2 * N_s)); + } + else + { + f_vec[iq * n_wins + i] = pow(f / (double)N_s, 1 / (double)q); } - rms += fabs(var_1 * var_2); - } - - if(q == 0.0) - { - f += log(rms / (double)curr_win_size); - } - else - { - f += pow(rms / (double)curr_win_size, 0.5 * q); } - - free(fit_coeffs_1); - free(fit_coeffs_2); } - - if(q == 0.0) - { - f = exp(f / (double)(2 * N_s)); - } - else - { - f = pow(f / (double)N_s, 1 / (double)q); - } - - return f; } //main loop for MFDCCA (computes fluctuations starting from the beginning of the array y //and then computes fluctuations again starting from the end of the array y) -double flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord) +void flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) { - int N_s = N / curr_win_size; - double f = 0.0; #ifdef _WIN64 - int v = 0; + int iq = 0; #endif - #pragma omp parallel for reduction(+ : f) #ifdef _WIN64 - for(v = 0; v < N_s; v++) +#pragma omp parallel for + for(iq = 0; iq < n_q; iq++) + { + int i = 0; + for(i = 0; i < n_wins; i++) #else - for(int v = 0; v < N_s; v++) -#endif +#pragma omp parallel for collapse(2) + for(int iq = 0; iq < n_q; iq++) { - double rms1 = 0.0; - double rms2 = 0.0; - int start_lim = v * curr_win_size; - double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); - double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) + for(int i = 0; i < n_wins; i++) +#endif { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + double q = qs[iq]; + int curr_win_size = wins[i]; + int N_s = N / curr_win_size; + double f = 0.0; +#ifdef _WIN64 + int v = 0; + for(v = 0; v < N_s; v++) +#else + for(int v = 0; v < N_s; v++) +#endif { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + double rms1 = 0.0; + double rms2 = 0.0; + int start_lim = v * curr_win_size; + double *fit_coeffs_1 = malloc((pol_ord + 1) * sizeof(double)); + double *fit_coeffs_2 = malloc((pol_ord + 1) * sizeof(double)); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) + { + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + rms1 += fabs(var_1 * var_2); + } + + start_lim = v * curr_win_size + (N - N_s * curr_win_size); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); + polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); + + for(int j = 0; j < curr_win_size; j++) + { + double var_1 = y1[start_lim + j]; + double var_2 = y2[start_lim + j]; + for(int k = 0; k < (pol_ord + 1); k++) + { + var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); + var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + } + rms2 += fabs(var_1 * var_2); + } + + if(q == 0.0) + { + f += (log(rms1 / (double)curr_win_size) + log(rms2 / (double)curr_win_size)); + } + else + { + f += (pow(rms1 / (double)curr_win_size, 0.5 * q) + pow(rms2 / (double)curr_win_size, 0.5 * q)); + } + + free(fit_coeffs_1); + free(fit_coeffs_2); } - rms1 += fabs(var_1 * var_2); - } - - start_lim = v * curr_win_size + (N - N_s * curr_win_size); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y1 + start_lim, fit_coeffs_1); - polynomialFit(curr_win_size, pol_ord + 1, t + start_lim, y2 + start_lim, fit_coeffs_2); - - for(int j = 0; j < curr_win_size; j++) - { - double var_1 = y1[start_lim + j]; - double var_2 = y2[start_lim + j]; - for(int k = 0; k < (pol_ord + 1); k++) + + if(q == 0.0) { - var_1 -= fit_coeffs_1[k] * pow(t[start_lim + j], k); - var_2 -= fit_coeffs_2[k] * pow(t[start_lim + j], k); + f_vec[iq * n_wins + i] = exp(f / (double)(4 * N_s)); + } + else + { + f_vec[iq * n_wins + i] = pow(f / (double)(2 * N_s), 1 / (double)q); } - rms2 += fabs(var_1 * var_2); - } - - if(q == 0.0) - { - f += (log(rms1 / (double)curr_win_size) + log(rms2 / (double)curr_win_size)); - } - else - { - f += (pow(rms1 / (double)curr_win_size, 0.5 * q) + pow(rms2 / (double)curr_win_size, 0.5 * q)); } - - free(fit_coeffs_1); - free(fit_coeffs_2); } - - if(q == 0.0) - { - f = exp(f / (double)(4 * N_s)); - } - else - { - f = pow(f / (double)(2 * N_s), 1 / (double)q); - } - - return f; } diff --git a/fathon/cLoops.h b/fathon/cLoops.h index 76ccece..360ca3d 100755 --- a/fathon/cLoops.h +++ b/fathon/cLoops.h @@ -14,16 +14,17 @@ // You should have received a copy of the GNU General Public License // along with this program. If not, see . -extern double flucDFAForwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord); -extern double flucDFAForwBackwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord); -extern double flucMFDFAForwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord); -extern double flucMFDFAForwBackwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord); -extern double flucDCCAAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); -extern double flucDCCANoAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); + +extern void flucDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucMFDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec); +extern void flucMFDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec); +extern void flucDCCAAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucDCCANoAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); extern double HTCompute(double *y, double *t, int scale, int N, int pol_ord, int v); -extern double flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); -extern double flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); -extern double flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); -extern double flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); -extern double flucMFDCCAForwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord); -extern double flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord); +extern void flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec); +extern void flucMFDCCAForwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec); +extern void flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec); diff --git a/fathon/dcca.pyx b/fathon/dcca.pyx index 9ca85b3..9858cf7 100755 --- a/fathon/dcca.pyx +++ b/fathon/dcca.pyx @@ -23,15 +23,14 @@ from cython.parallel import prange import ctypes import pickle import warnings -from . import dfa cdef extern from "cLoops.h" nogil: - double flucDCCAAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) - double flucDCCANoAbsCompute(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord) - double flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); - double flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); - double flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); - double flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int curr_win_size, int N, int pol_ord); + void flucDCCAAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDCCANoAbsCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDCCAForwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDCCAForwBackwAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDCCAForwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDCCAForwBackwNoAbsComputeNoOverlap(double *y1, double *y2, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) cdef class DCCA: """Detrended Cross-Correlation Analysis class. @@ -114,26 +113,20 @@ cdef class DCCA: with nogil: if absVals: if overlap: - for i in range(nLen): - vecf[i] = flucDCCAAbsCompute(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAAbsCompute(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: if revSeg: - for i in range(nLen): - vecf[i] = flucDCCAForwBackwAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwBackwAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: - for i in range(nLen): - vecf[i] = flucDCCAForwAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: if overlap: - for i in range(nLen): - vecf[i] = flucDCCANoAbsCompute(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCANoAbsCompute(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: if revSeg: - for i in range(nLen): - vecf[i] = flucDCCAForwBackwNoAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwBackwNoAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: - for i in range(nLen): - vecf[i] = flucDCCAForwNoAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwNoAbsComputeNoOverlap(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) @cython.boundscheck(False) @cython.wraparound(False) @@ -203,15 +196,12 @@ cdef class DCCA: with nogil: if overlap: - for i in range(nLen): - F_same[i] = flucDCCAAbsCompute(&vec[0], &vec[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAAbsCompute(&vec[0], &vec[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &F_same[0]) else: if revSeg: - for i in range(nLen): - F_same[i] = flucDCCAForwBackwAbsComputeNoOverlap(&vec[0], &vec[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwBackwAbsComputeNoOverlap(&vec[0], &vec[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &F_same[0]) else: - for i in range(nLen): - F_same[i] = flucDCCAForwAbsComputeNoOverlap(&vec[0], &vec[0], &t[0], vecn[i], tsLen, polOrd) + flucDCCAForwAbsComputeNoOverlap(&vec[0], &vec[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &F_same[0]) return F_same diff --git a/fathon/dfa.pyx b/fathon/dfa.pyx index 9ca6e9a..195661b 100755 --- a/fathon/dfa.pyx +++ b/fathon/dfa.pyx @@ -24,8 +24,8 @@ import ctypes import pickle cdef extern from "cLoops.h" nogil: - double flucDFAForwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord) - double flucDFAForwBackwCompute(double *y, double *t, int curr_win_size, int N, int pol_ord) + void flucDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) + void flucDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, int pol_ord, double *f_vec) cdef class DFA: """Detrended Fluctuation Analysis class. @@ -85,11 +85,9 @@ cdef class DFA: with nogil: if revSeg: - for i in range(nLen): - vecf[i] = flucDFAForwBackwCompute(&vects[0], &t[0], vecn[i], tsLen, polOrd) + flucDFAForwBackwCompute(&vects[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) else: - for i in range(nLen): - vecf[i] = flucDFAForwCompute(&vects[0], &t[0], vecn[i], tsLen, polOrd) + flucDFAForwCompute(&vects[0], &t[0], tsLen, &vecn[0], nLen, polOrd, &vecf[0]) @cython.boundscheck(False) @cython.wraparound(False) diff --git a/fathon/mfdcca.pyx b/fathon/mfdcca.pyx index 5b40a07..c36c24b 100755 --- a/fathon/mfdcca.pyx +++ b/fathon/mfdcca.pyx @@ -25,8 +25,8 @@ import pickle import warnings cdef extern from "cLoops.h" nogil: - double flucMFDCCAForwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord) - double flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int curr_win_size, double q, int N, int pol_ord) + void flucMFDCCAForwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) + void flucMFDCCAForwBackwCompute(double *y1, double *y2, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) cdef class MFDCCA: """MultiFractal Detrended Cross-Correlation Analysis class. @@ -91,8 +91,8 @@ cdef class MFDCCA: @cython.wraparound(False) @cython.nonecheck(False) cdef cy_computeFlucVec(self, int tsLen, np.ndarray[np.int64_t, ndim=1, mode='c'] winSizes, np.ndarray[np.float64_t, ndim=1, mode='c'] q_list, int polOrd, bint revSeg): - cdef Py_ssize_t i, j - cdef int nLen + cdef Py_ssize_t j + cdef int nLen, q_list_len cdef np.ndarray[np.float64_t, ndim=1, mode='c'] mtxf, vects1, vects2 cdef np.ndarray[int, ndim=1, mode='c'] vecn cdef np.ndarray[np.float64_t, ndim=1, mode='c'] t @@ -111,17 +111,11 @@ cdef class MFDCCA: with nogil: if revSeg: - for i in range(q_list_len): - for j in range(nLen): - mtxf[i*nLen+j] = flucMFDCCAForwBackwCompute(&vects1[0], &vects2[0], &t[0], vecn[j], - q_list[i], tsLen, polOrd) + flucMFDCCAForwBackwCompute(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, &q_list[0], q_list_len, polOrd, &mtxf[0]) else: - for i in range(q_list_len): - for j in range(nLen): - mtxf[i*nLen+j] = flucMFDCCAForwCompute(&vects1[0], &vects2[0], &t[0], vecn[j], - q_list[i], tsLen, polOrd) + flucMFDCCAForwCompute(&vects1[0], &vects2[0], &t[0], tsLen, &vecn[0], nLen, &q_list[0], q_list_len, polOrd, &mtxf[0]) - return vecn, np.reshape(mtxf, (len(self.qList), nLen)) + return vecn, np.reshape(mtxf, (q_list_len, nLen)) def computeFlucVec(self, winSizes, qList, polOrd=1, revSeg=False): """Computation of the fluctuations in each window for each q-order. @@ -249,7 +243,7 @@ cdef class MFDCCA: return tau else: - print('Nothing to fit, fluctuations vector has not been computed yet.') + print('Cannot compute mass exponents, fluctuations vector has not been computed yet.') @cython.boundscheck(False) @cython.nonecheck(False) @@ -275,7 +269,7 @@ cdef class MFDCCA: else: raise ValueError('Error: Number of q moments must be greater than one to compute multifractal spectrum.') else: - print('Nothing to fit, fluctuations vector has not been computed yet.') + print('Cannot compute multifractal spectrum, fluctuations vector has not been computed yet.') def saveObject(self, outFileName): """Save current object state to binary file. diff --git a/fathon/mfdfa.pyx b/fathon/mfdfa.pyx index bd55a97..49ce5aa 100755 --- a/fathon/mfdfa.pyx +++ b/fathon/mfdfa.pyx @@ -24,8 +24,8 @@ import ctypes import pickle cdef extern from "cLoops.h" nogil: - double flucMFDFAForwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord) - double flucMFDFAForwBackwCompute(double *y, double *t, int curr_win_size, double q, int N, int pol_ord) + void flucMFDFAForwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) + void flucMFDFAForwBackwCompute(double *y, double *t, int N, int *wins, int n_wins, double *qs, int n_q, int pol_ord, double *f_vec) cdef class MFDFA: """MultiFractal Detrended Fluctuation Analysis class. @@ -78,8 +78,8 @@ cdef class MFDFA: @cython.wraparound(False) @cython.nonecheck(False) cdef cy_computeFlucVec(self, int tsLen, np.ndarray[np.int64_t, ndim=1, mode='c'] winSizes, np.ndarray[np.float64_t, ndim=1, mode='c'] q_list, int polOrd, bint revSeg): - cdef Py_ssize_t i, j - cdef int nLen + cdef Py_ssize_t j + cdef int nLen, q_list_len cdef np.ndarray[np.float64_t, ndim=1, mode='c'] mtxf, vects cdef np.ndarray[int, ndim=1, mode='c'] vecn cdef np.ndarray[np.float64_t, ndim=1, mode='c'] t @@ -97,17 +97,11 @@ cdef class MFDFA: with nogil: if revSeg: - for i in range(q_list_len): - for j in range(nLen): - mtxf[i*nLen+j] = flucMFDFAForwBackwCompute(&vects[0], &t[0], vecn[j], - q_list[i], tsLen, polOrd) + flucMFDFAForwBackwCompute(&vects[0], &t[0], tsLen, &vecn[0], nLen, &q_list[0], q_list_len, polOrd, &mtxf[0]) else: - for i in range(q_list_len): - for j in range(nLen): - mtxf[i*nLen+j] = flucMFDFAForwCompute(&vects[0], &t[0], vecn[j], - q_list[i], tsLen, polOrd) + flucMFDFAForwCompute(&vects[0], &t[0], tsLen, &vecn[0], nLen, &q_list[0], q_list_len, polOrd, &mtxf[0]) - return vecn, np.reshape(mtxf, (len(self.qList), nLen)) + return vecn, np.reshape(mtxf, (q_list_len, nLen)) def computeFlucVec(self, winSizes, qList, polOrd=1, revSeg=False): """Computation of the fluctuations in each window for each q-order. @@ -235,7 +229,7 @@ cdef class MFDFA: return tau else: - print('Nothing to fit, fluctuations vector has not been computed yet.') + print('Cannot compute mass exponents, fluctuations vector has not been computed yet.') @cython.boundscheck(False) @cython.nonecheck(False) @@ -261,7 +255,7 @@ cdef class MFDFA: else: raise ValueError('Error: Number of q moments must be greater than one to compute multifractal spectrum.') else: - print('Nothing to fit, fluctuations vector has not been computed yet.') + print('Cannot compute multifractal spectrum, fluctuations vector has not been computed yet.') def saveObject(self, outFileName): """Save current object state to binary file. diff --git a/setup.py b/setup.py index 2e83ce9..00baf69 100755 --- a/setup.py +++ b/setup.py @@ -82,7 +82,7 @@ def get_extension(module_name, src_name, current_os): readme_file.close() setup(name="fathon", - version="1.3", + version="1.3.1", author="Stefano Bianchi", author_email="fathon.package@gmail.com", url="https://github.com/stfbnc/fathon.git",