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@ -17,7 +17,8 @@ from wafo.transform.core import TrData
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from wafo.transform.estimation import TransformEstimator
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from wafo.stats import distributions
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from wafo.misc import (nextpow2, findtp, findrfc, findtc, findcross,
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ecross, JITImport, DotDict, gravity, findrfc_astm)
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ecross, JITImport, DotDict, gravity, findrfc_astm,
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detrendma)
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from wafo.interpolate import stineman_interp
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from wafo.containers import PlotData
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from wafo.plotbackend import plotbackend
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@ -37,6 +38,7 @@ from numpy import (inf, pi, zeros, ones, sqrt, where, log, exp, cos, sin,
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from numpy.fft import fft # @UnusedImport
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from numpy.random import randn
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from matplotlib.mlab import psd, detrend_mean
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from scipy.signal.windows import parzen
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floatinfo = finfo(float)
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@ -1955,93 +1957,94 @@ class TimeSeries(PlotData):
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ne=7, gvar=1)
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opt.update(options)
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xn = self.data.copy().ravel()
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n = len(xn)
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if n < 2:
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raise ValueError('The vector must have more than 2 elements!')
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param = opt.param
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plotflags = dict(none=0, off=0, final=1, iter=2)
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plotflag = plotflags.get(opt.plotflag, opt.plotflag)
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olddef = def_
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method = 'approx'
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ptime = opt.delay # pause for ptime sec if plotflag=2
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expect1 = 1 # first reconstruction by expectation? 1=yes 0=no
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expect = 1 # reconstruct by expectation? 1=yes 0=no
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tol = 0.001 # absolute tolerance of e(g_new-g_old)
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cmvmax = 100
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# if number of consecutive missing values (cmv) are longer they
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# are not used in estimation of g, due to the fact that the
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# conditional expectation approaches zero as the length to
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# the closest known points increases, see below in the for loop
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dT = self.sampling_period()
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Lm = np.minimum([n, 200, int(200/dT)]) # Lagmax 200 seconds
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if L is not None:
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Lm = max(L, Lm)
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# Lma: size of the moving average window used for detrending the
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# reconstructed signal
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Lma = 1500
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if inds is not None:
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xn[inds] = np.nan
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inds = isnan(xn)
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if not inds.any():
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raise ValueError('No spurious data given')
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endpos = np.diff(inds)
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strtpos = np.flatnonzero(endpos > 0)
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endpos = np.flatnonzero(endpos < 0)
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indg = np.flatnonzero(1-inds) # indices to good points
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inds = np.flatnonzero(inds) # indices to spurious points
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indNaN = [] # indices to points omitted in the covariance estimation
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indr = np.arange(n) # indices to point used in the estimation of g
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# Finding more than cmvmax consecutive spurios points.
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# They will not be used in the estimation of g and are thus removed
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# from indr.
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if strtpos.size > 0 and (endpos.size == 0 or endpos[-1] < strtpos[-1]):
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if (n - strtpos[-1]) > cmvmax:
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indNaN = indr[strtpos[-1]+1:n]
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indr = indr[:strtpos[-1]+1]
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strtpos = strtpos[:-1]
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if endpos.size > 0 and (strtpos.size == 0 or endpos[0] < strtpos[0]):
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if endpos[0] > cmvmax:
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indNaN = np.hstack((indNaN, indr[:endpos[0]]))
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indr = indr[endpos[0]:]
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strtpos = strtpos-endpos[0]
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endpos = endpos-endpos[0]
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endpos = endpos[1:]
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for ix in range(len(strtpos)-1, -1, -1):
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if (endpos[ix]-strtpos[ix] > cmvmax):
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indNaN = np.hstack((indNaN, indr[strtpos[ix]+1:endpos[ix]]))
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# remove this when estimating the transform
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del indr[strtpos[ix]+1:endpos[ix]]
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if len(indr) < 0.1*n:
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raise ValueError('Not possible to reconstruct signal')
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if indNaN.any():
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indNaN = np.sort(indNaN)
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# initial reconstruction attempt
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# xn(indg,2) = detrendma(xn(indg,2),1500);
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# [g, test, cmax, irr, g2] = dat2tr(xn(indg,:),def,opt);
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# xnt=xn;
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# xnt(indg,:)=dat2gaus(xn(indg,:),g);
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# xnt(inds,2)=NaN;
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# rwin=findrwin(xnt,Lm,L);
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# disp(['First reconstruction attempt, e(g-u)=', num2str(test)] )
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_xn = self.data.copy().ravel()
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# n = len(xn)
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#
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# if n < 2:
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# raise ValueError('The vector must have more than 2 elements!')
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#
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# param = opt.param
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# plotflags = dict(none=0, off=0, final=1, iter=2)
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# plotflag = plotflags.get(opt.plotflag, opt.plotflag)
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#
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# olddef = def_
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# method = 'approx'
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# ptime = opt.delay # pause for ptime sec if plotflag=2
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#
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# expect1 = 1 # first reconstruction by expectation? 1=yes 0=no
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# expect = 1 # reconstruct by expectation? 1=yes 0=no
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# tol = 0.001 # absolute tolerance of e(g_new-g_old)
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#
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# cmvmax = 100
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# # if number of consecutive missing values (cmv) are longer they
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# # are not used in estimation of g, due to the fact that the
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# # conditional expectation approaches zero as the length to
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# # the closest known points increases, see below in the for loop
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# dT = self.sampling_period()
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#
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# Lm = np.minimum([n, 200, int(200/dT)]) # Lagmax 200 seconds
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# if L is not None:
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# Lm = max(L, Lm)
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# # Lma: size of the moving average window used for detrending the
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# # reconstructed signal
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# Lma = 1500
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# if inds is not None:
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# xn[inds] = np.nan
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#
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# inds = isnan(xn)
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# if not inds.any():
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# raise ValueError('No spurious data given')
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#
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# endpos = np.diff(inds)
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# strtpos = np.flatnonzero(endpos > 0)
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# endpos = np.flatnonzero(endpos < 0)
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#
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# indg = np.flatnonzero(1-inds) # indices to good points
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# inds = np.flatnonzero(inds) # indices to spurious points
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#
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# indNaN = [] # indices to points omitted in the covariance estimation
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# indr = np.arange(n) # indices to point used in the estimation of g
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#
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# # Finding more than cmvmax consecutive spurios points.
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# # They will not be used in the estimation of g and are thus removed
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# # from indr.
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#
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# if strtpos.size > 0 and (endpos.size == 0 or
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# endpos[-1] < strtpos[-1]):
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# if (n - strtpos[-1]) > cmvmax:
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# indNaN = indr[strtpos[-1]+1:n]
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# indr = indr[:strtpos[-1]+1]
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# strtpos = strtpos[:-1]
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#
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# if endpos.size > 0 and (strtpos.size == 0 or endpos[0] < strtpos[0]):
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# if endpos[0] > cmvmax:
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# indNaN = np.hstack((indNaN, indr[:endpos[0]]))
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# indr = indr[endpos[0]:]
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#
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# strtpos = strtpos-endpos[0]
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# endpos = endpos-endpos[0]
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# endpos = endpos[1:]
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#
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# for ix in range(len(strtpos)-1, -1, -1):
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# if (endpos[ix]-strtpos[ix] > cmvmax):
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# indNaN = np.hstack((indNaN, indr[strtpos[ix]+1:endpos[ix]]))
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# # remove this when estimating the transform
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# del indr[strtpos[ix]+1:endpos[ix]]
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#
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# if len(indr) < 0.1*n:
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# raise ValueError('Not possible to reconstruct signal')
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#
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# if indNaN.any():
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# indNaN = np.sort(indNaN)
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#
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# # initial reconstruction attempt
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# xn[indg, 1] = detrendma(xn[indg, 1], 1500)
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# g, test, cmax, irr, g2 = dat2tr(xn[indg, :], def_, opt)
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# xnt = xn.copy()
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# xnt[indg,:] = dat2gaus(xn[indg,:], g)
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# xnt[inds, 1] = np.nan
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# rwin = findrwin(xnt, Lm, L)
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# print('First reconstruction attempt, e(g-u) = {}'.format(test))
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# # old simcgauss
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# [samp ,mu1o, mu1oStd] = cov2csdat(xnt(:,2),rwin,1,method,inds);
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# if expect1,# reconstruction by expectation
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@ -2056,7 +2059,7 @@ class TimeSeries(PlotData):
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#
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# bias = mean(xn(:,2));
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# xn(:,2)=xn(:,2)-bias; # bias correction
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#
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# if plotflag==2
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# clf
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# mind=1:min(1500,n);
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@ -2091,10 +2094,12 @@ class TimeSeries(PlotData):
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# pause(ptime)
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# end
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#
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# #tobs=sqrt((param(2)-param(1))/(param(3)-1)*sum((g_old(:,2)-g(:,2)).^2))
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# #tobs=sqrt((param(2)-param(1))/(param(3)-1)*
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# sum((g_old(:,2)-g(:,2)).^2))
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# # new call
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# tobs=sqrt((param(2)-param(1))/(param(3)-1)....
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# *sum((g(:,2)-interp1(g_old(:,1)-bias, g_old(:,2),g(:,1),'spline')).^2));
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# tobs=sqrt((param(2)-param(1))/(param(3)-1)
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# *sum((g(:,2)-interp1(g_old(:,1)-bias, g_old(:,2),g(:,1),
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# 'spline')).^2));
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#
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# if ix>1
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# if tol>tobs2 && tol>tobs,
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@ -2107,7 +2112,8 @@ class TimeSeries(PlotData):
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# xnt=dat2gaus(xn,g);
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# if ~isempty(indNaN), xnt(indNaN,2)=NaN; end
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# rwin=findrwin(xnt,Lm,L);
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# disp(['Simulation nr: ', int2str(ix), ' of ' num2str(Nsim),' e(g-g_old)=', num2str(tobs), ', e(g-u)=', num2str(test)])
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# disp(['Simulation nr: ', int2str(ix), ' of ' num2str(Nsim),
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# ' e(g-g_old)=', num2str(tobs), ', e(g-u)=', num2str(test)])
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# [samp ,mu1o, mu1oStd] = cov2csdat(xnt(:,2),rwin,1,method,inds);
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#
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# if expect,
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@ -2149,7 +2155,8 @@ class TimeSeries(PlotData):
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# end
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#
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# if plotflag==2 && length(xn)<10000,
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# waveplot(xn,[xn(inds,1) muLStd ;xn(inds,1) muUStd ], 6,round(n/3000),[])
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# waveplot(xn,[xn(inds,1) muLStd ;xn(inds,1) muUStd ],
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# 6,round(n/3000),[])
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# legend('reconstructed','2 stdev')
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# #axis([770 850 -1 1])
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# #axis([1300 1325 -1 1])
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@ -2159,22 +2166,20 @@ class TimeSeries(PlotData):
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#
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# return
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#
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# function r=findrwin(xnt,Lm,L)
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# r=dat2cov(xnt,Lm);#computes ACF
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# #finding where ACF is less than 2 st. deviations .
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# # in order to find a better L value
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# if nargin<3||isempty(L)
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# L=find(abs(r.R)>2*r.stdev)+1;
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# if isempty(L), # pab added this check 09.10.2000
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# L = Lm;
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# else
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# L = min([floor(4/3*L(end)) Lm]);
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# end
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# end
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# win=parzen(2*L-1);
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# r.R(1:L)=win(L:2*L-1).*r.R(1:L);
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# r.R(L+1:end)=0;
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# return
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# def findrwin(xnt, Lm, L=None):
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# r = dat2cov(xnt, Lm) # computes ACF
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# # finding where ACF is less than 2 st. deviations .
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# # in order to find a better L value
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# if L is None:
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# L = np.flatnonzero(np.abs(r.R) > 2 * r.stdev)
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# if len(L) == 0:
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# L = Lm;
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# else:
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# L = min(np.floor(4/3*(L[-1] + 1), Lm)
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# win = parzen(2 * L - 1)
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# r.R[:L] = win[L:2*L-1] * r.R[:L]
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# r.R[L:] = 0
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# return r
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def plot_wave(self, sym1='k.', ts=None, sym2='k+', nfig=None, nsub=None,
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sigma=None, vfact=3):
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