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@ -11,7 +11,7 @@ from numpy import (
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amax, logical_and, arange, linspace, atleast_1d,
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asarray, ceil, floor, frexp, hypot,
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sqrt, arctan2, sin, cos, exp, log, log1p, mod, diff,
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inf, pi, interp, isscalar, zeros, ones, linalg,
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inf, pi, interp, isscalar, zeros, ones,
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sign, unique, hstack, vstack, nonzero, where, extract)
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from scipy.special import gammaln
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from scipy.integrate import trapz, simps
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@ -1185,432 +1185,6 @@ def findrfc(tp, h=0.0, method='clib'):
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return np.sort(ind[:ix]) + t_start
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def _raise_kind_error(kind):
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if kind in (-1, 0):
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raise NotImplementedError('kind = {} not yet implemented'.format(kind))
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else:
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raise ValueError('kind = {}: not a valid value of kind'.format(kind))
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def nt2cmat(nt, kind=1):
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"""
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Return cycle matrix from a counting distribution.
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Parameters
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----------
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NT: 2D array
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Counting distribution. [nxn]
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kind = 1: causes peaks to be projected upwards and troughs
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downwards to the closest discrete level (default).
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= 0: causes peaks and troughs to be projected to
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the closest discrete level.
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= -1: causes peaks to be projected downwards and the
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troughs upwards to the closest discrete level.
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Returns
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-------
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cmat = Cycle matrix. [nxn]
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Example
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--------
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>>> import numpy as np
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>>> cmat0 = np.round(np.triu(np.random.rand(4, 4), 1)*10)
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>>> cmat0 = np.array([[ 0., 5., 6., 9.],
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... [ 0., 0., 1., 7.],
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... [ 0., 0., 0., 4.],
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... [ 0., 0., 0., 0.]])
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>>> nt = cmat2nt(cmat0)
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>>> np.allclose(nt,
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... [[ 0., 0., 0., 0.],
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... [ 20., 15., 9., 0.],
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... [ 28., 23., 16., 0.],
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... [ 32., 27., 20., 0.]])
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True
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>>> cmat = nt2cmat(nt)
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>>> np.allclose(cmat, [[ 0., 5., 6., 9.],
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... [ 0., 0., 1., 7.],
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... [ 0., 0., 0., 4.],
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... [ 0., 0., 0., 0.]])
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True
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See also
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--------
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cmat2nt
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"""
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n = len(nt) # Number of discrete levels
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if kind == 1:
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I = np.r_[0:n - 1]
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J = np.r_[1:n]
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c = nt[I+1][:, J-1] - nt[I][:, J-1] - nt[I+1][:, J] + nt[I][:, J]
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c2 = np.vstack((c, np.zeros((n - 1))))
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cmat = np.hstack((np.zeros((n, 1)), c2))
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elif kind == 11: # same as def=1 but using for-loop
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cmat = np.zeros((n, n))
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j = np.r_[1:n]
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for i in range(n - 1):
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cmat[i, j] = nt[i+1, j-1] - nt[i, j-1] - nt[i+1, j] + nt[i, j]
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else:
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_raise_kind_error(kind)
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return cmat
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def cmat2nt(cmat, kind=1):
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"""
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CMAT2NT Calculates a counting distribution from a cycle matrix.
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Parameters
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----------
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cmat = Cycle matrix. [nxn]
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kind = 1: causes peaks to be projected upwards and troughs
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downwards to the closest discrete level (default).
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= 0: causes peaks and troughs to be projected to
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the closest discrete level.
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= -1: causes peaks to be projected downwards and the
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troughs upwards to the closest discrete level.
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Returns
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-------
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NT: n x n array
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Counting distribution.
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Example
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-------
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>>> import numpy as np
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>>> cmat0 = np.round(np.triu(np.random.rand(4, 4), 1)*10)
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>>> cmat0 = np.array([[ 0., 5., 6., 9.],
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... [ 0., 0., 1., 7.],
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... [ 0., 0., 0., 4.],
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... [ 0., 0., 0., 0.]])
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>>> nt = cmat2nt(cmat0, kind=11)
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>>> np.allclose(nt,
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... [[ 0., 0., 0., 0.],
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... [ 20., 15., 9., 0.],
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... [ 28., 23., 16., 0.],
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... [ 32., 27., 20., 0.]])
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True
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>>> cmat = nt2cmat(nt, kind=11)
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>>> np.allclose(cmat, [[ 0., 5., 6., 9.],
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... [ 0., 0., 1., 7.],
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... [ 0., 0., 0., 4.],
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... [ 0., 0., 0., 0.]])
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True
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See also
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--------
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nt2cmat
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"""
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n = len(cmat) # Number of discrete levels
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nt = zeros((n, n))
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if kind == 1:
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csum = np.cumsum
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flip = np.fliplr
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nt[1:n, :n - 1] = flip(csum(flip(csum(cmat[:-1, 1:], axis=0)), axis=1))
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elif kind == 11: # same as def=1 but using for-loop
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# j = np.r_[1:n]
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for i in range(1, n):
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for j in range(n - 1):
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nt[i, j] = np.sum(cmat[:i, j + 1:n])
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else:
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_raise_kind_error(kind)
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return nt
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def mctp2tc(f_Mm, utc, param, f_mM=None):
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"""
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MCTP2TC Calculates frequencies for the upcrossing troughs and crests
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using Markov chain of turning points.
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Parameters
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----------
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f_Mm = the frequency matrix for the Max2min cycles,
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utc = the reference level,
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param = a vector defining the discretization used to compute f_Mm,
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note that f_mM has to be computed on the same grid as f_mM.
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f_mM = the frequency matrix for the min2Max cycles.
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Returns
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-------
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f_tc = the matrix with frequences of upcrossing troughs and crests,
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Example
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-------
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>>> fmM = np.array([[ 0.0183, 0.0160, 0.0002, 0.0000, 0],
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... [0.0178, 0.5405, 0.0952, 0, 0],
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... [0.0002, 0.0813, 0, 0, 0],
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... [0.0000, 0, 0, 0, 0],
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... [ 0, 0, 0, 0, 0]])
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>>> param = (-1, 1, len(fmM))
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>>> utc = 0
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>>> f_tc = mctp2tc(fmM, utc, param)
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>>> np.allclose(f_tc,
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... [[ 0.0, 1.59878359e-02, -1.87345256e-04, 0.0, 0.0],
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... [ 0.0, 5.40312726e-01, 3.86782958e-04, 0.0, 0.0],
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... [ 0.0, 0.0, 0.0, 0.0, 0.0],
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... [ 0.0, 0.0, 0.0, 0.0, 0.0],
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... [ 0.0, 0.0, 0.0, 0.0, 0.0]])
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True
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"""
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def _check_ntc(ntc, n):
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if ntc > n - 1:
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raise IndexError('index for mean-level out of range, stop')
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def _check_discretization(param, ntc):
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if not (1 < ntc < param[2]):
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raise ValueError('the reference level out of range, stop')
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def _normalize_rows(arr):
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n = len(arr)
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for i in range(n):
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rowsum = np.sum(arr[i])
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if rowsum != 0:
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arr[i] = arr[i] / rowsum
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return arr
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def _make_tempp(P, Ph, i, ntc):
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Ap = P[i:ntc - 1, i + 1:ntc]
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Bp = Ph[i + 1:ntc, i:ntc - 1]
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dim_p = ntc - 1 - i
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tempp = zeros((dim_p, 1))
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I = np.eye(len(Ap))
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if i == 1:
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e = Ph[i + 1:ntc, 0]
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else:
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e = np.sum(Ph[i + 1:ntc, :i - 1], axis=1)
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if max(abs(e)) > 1e-10:
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if dim_p == 1:
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tempp[0] = (Ap / (1 - Bp * Ap) * e)
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else:
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rh = I - np.dot(Bp, Ap)
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tempp = np.dot(Ap, linalg.solve(rh, e))
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# end
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# end
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return tempp
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def _make_tempm(P, Ph, j, ntc, n):
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Am = P[ntc-1:j, ntc:j+1]
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Bm = Ph[ntc:j+1, ntc-1:j]
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dim_m = j - ntc + 1
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tempm = zeros((dim_m, 1))
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Im = np.eye(len(Am))
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if j == n - 1:
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em = P[ntc-1:j, n]
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else:
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em = np.sum(P[ntc-1:j, j + 1:n], axis=1)
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# end
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if max(abs(em)) > 1e-10:
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if dim_m == 1:
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tempm[0] = (Bm / (1 - Am * Bm) * em)
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else:
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rh = Im - np.dot(Am, Bm)
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tempm = np.dot(Bm, linalg.lstsq(rh, em)[0])
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# end
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# end
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return tempm
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if f_mM is None:
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f_mM = np.copy(f_Mm) * 1.0
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u = np.linspace(*param)
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udisc = u[::-1] # np.fliplr(u)
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ntc = np.sum(udisc >= utc)
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n = len(f_Mm)
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_check_ntc(ntc, n)
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_check_discretization(param, ntc)
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# normalization of frequency matrices
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f_Mm = _normalize_rows(f_Mm)
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P = np.fliplr(f_Mm)
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Ph = np.rot90(np.fliplr(f_mM*1.0), -1)
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Ph = _normalize_rows(Ph)
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Ph = np.fliplr(Ph)
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F = np.zeros((n, n))
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F[:ntc - 1, :(n - ntc)] = f_mM[:ntc - 1, :(n - ntc)]
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F = cmat2nt(F)
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for i in range(1, ntc):
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for j in range(ntc-1, n - 1):
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if i < ntc-1:
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tempp = _make_tempp(P, Ph, i, ntc)
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b = np.dot(np.dot(tempp.T, f_mM[i:ntc - 1, n - j - 2::-1]),
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ones((n - j - 1, 1)))
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# end
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if j > ntc-1:
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tempm = _make_tempm(P, Ph, j, ntc, n)
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c = np.dot(np.dot(ones((1, i)),
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f_mM[:i, n - ntc-1:n - j - 2:-1]),
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tempm)
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# end
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if (j > ntc-1) and (i < ntc-1):
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a = np.dot(np.dot(tempp.T,
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f_mM[i:ntc - 1, n - ntc - 1:-1:n - j + 1]),
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tempm)
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F[i, n - j - 1] = F[i, n - j - 1] + a + b + c
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# end
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if (j == ntc-1) and (i < ntc-1):
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F[i, n - ntc] = F[i, n - ntc] + b
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for k in range(ntc):
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F[i, n - k - 1] = F[i, n - ntc]
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# end
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# end
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if (j > ntc-1) and (i == ntc-1):
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F[i, n - j - 1] = F[i, n - j - 1] + c
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for k in range(ntc-1, n):
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F[k, n - j - 1] = F[ntc-1, n - j - 1]
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# end
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# end
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# end
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# end
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# fmax=max(max(F));
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# contour (u,u,flipud(F),...
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# fmax*[0.005 0.01 0.02 0.05 0.1 0.2 0.4 0.6 0.8])
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# axis([param(1) param(2) param(1) param(2)])
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# title('Crest-trough density')
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# ylabel('crest'), xlabel('trough')
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# axis('square')
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# if mlver>1, commers, end
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return nt2cmat(F)
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def mctp2rfc(fmM, fMm=None):
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'''
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Return Rainflow matrix given a Markov chain of turning points
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computes f_rfc = f_mM + F_mct(f_mM).
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Parameters
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----------
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fmM = the min2max Markov matrix,
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fMm = the max2min Markov matrix,
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Returns
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-------
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f_rfc = the rainflow matrix,
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Example:
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-------
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>>> fmM = np.array([[ 0.0183, 0.0160, 0.0002, 0.0000, 0],
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... [0.0178, 0.5405, 0.0952, 0, 0],
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... [0.0002, 0.0813, 0, 0, 0],
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... [0.0000, 0, 0, 0, 0],
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... [ 0, 0, 0, 0, 0]])
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>>> np.allclose(mctp2rfc(fmM),
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... [[ 2.669981e-02, 7.799700e-03, 4.906077e-07, 0.0, 0.0],
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... [ 9.599629e-03, 5.485009e-01, 9.539951e-02, 0.0, 0.0],
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... [ 5.622974e-07, 8.149944e-02, 0.0, 0.0, 0.0],
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... [ 0.0, 0.0, 0.0, 0.0, 0.0],
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... [ 0.0, 0.0, 0.0, 0.0, 0.0]], 1.e-7)
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True
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'''
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def _get_PMm(AA1, MA, nA):
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PMm = AA1.copy()
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for j in range(nA):
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norm = MA[j]
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if norm != 0:
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PMm[j, :] = PMm[j, :] / norm
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PMm = np.fliplr(PMm)
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return PMm
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if fMm is None:
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fmM = np.atleast_1d(fmM)
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fMm = fmM
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else:
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fmM, fMm = np.atleast_1d(fmM, fMm)
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f_mM, f_Mm = fmM.copy(), fMm.copy()
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N = max(f_mM.shape)
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f_max = np.sum(f_mM, axis=1)
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f_min = np.sum(f_mM, axis=0)
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f_rfc = zeros((N, N))
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f_rfc[N - 2, 0] = f_max[N - 2]
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f_rfc[0, N - 2] = f_min[N - 2]
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for k in range(2, N - 1):
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for i in range(1, k):
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AA = f_mM[N - 1 - k:N - 1 - k + i, k - i:k]
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AA1 = f_Mm[N - 1 - k:N - 1 - k + i, k - i:k]
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RAA = f_rfc[N - 1 - k:N - 1 - k + i, k - i:k]
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nA = max(AA.shape)
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MA = f_max[N - 1 - k:N - 1 - k + i]
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mA = f_min[k - i:k]
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SA = AA.sum()
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SRA = RAA.sum()
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DRFC = SA - SRA
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NT = min(mA[0] - sum(RAA[:, 0]), MA[0] - sum(RAA[0, :])) # check!
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NT = max(NT, 0) # ??check
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if NT > 1e-6 * max(MA[0], mA[0]):
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NN = MA - np.sum(AA, axis=1) # T
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e = (mA - np.sum(AA, axis=0)) # T
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e = np.flipud(e)
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PmM = np.rot90(AA.copy())
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for j in range(nA):
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norm = mA[nA - 1 - j]
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if norm != 0:
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PmM[j, :] = PmM[j, :] / norm
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e[j] = e[j] / norm
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# end
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# end
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fx = 0.0
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if (max(np.abs(e)) > 1e-6 and
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max(np.abs(NN)) > 1e-6 * max(MA[0], mA[0])):
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PMm = _get_PMm(AA1, MA, nA)
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A = PMm
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B = PmM
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if nA == 1:
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fx = NN * (A / (1 - B * A) * e)
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else:
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rh = np.eye(A.shape[0]) - np.dot(B, A)
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# least squares
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fx = np.dot(NN, np.dot(A, linalg.solve(rh, e)))
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# end
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# end
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f_rfc[N - 1 - k, k - i] = fx + DRFC
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# check2=[ DRFC fx]
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# pause
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else:
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f_rfc[N - 1 - k, k - i] = 0.0
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# end
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# end
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m0 = max(0, f_min[0] - np.sum(f_rfc[N - k + 1:N, 0]))
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M0 = max(0, f_max[N - 1 - k] - np.sum(f_rfc[N - 1 - k, 1:k]))
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f_rfc[N - 1 - k, 0] = min(m0, M0)
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# n_loops_left=N-k+1
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# end
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for k in range(1, N):
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M0 = max(0, f_max[0] - np.sum(f_rfc[0, N - k:N]))
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m0 = max(0, f_min[N - 1 - k] - np.sum(f_rfc[1:k + 1, N - 1 - k]))
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f_rfc[0, N - 1 - k] = min(m0, M0)
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# end
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# clf
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# subplot(1,2,2)
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# pcolor(levels(paramm),levels(paramM),flipud(f_mM))
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# title('Markov matrix')
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# ylabel('max'), xlabel('min')
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# axis([paramm(1) paramm(2) paramM(1) paramM(2)])
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# axis('square')
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#
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# subplot(1,2,1)
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# pcolor(levels(paramm),levels(paramM),flipud(f_rfc))
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# title('Rainflow matrix')
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# ylabel('max'), xlabel('rfc-min')
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# axis([paramm(1) paramm(2) paramM(1) paramM(2)])
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# axis('square')
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return f_rfc
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def rfcfilter(x, h, method=0):
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"""
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Rainflow filter a signal.
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@ -2431,7 +2005,7 @@ def discretize(fun, a, b, tol=0.005, n=5, method='linear'):
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tol : real, scalar
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absoute error tolerance
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n : scalar integer
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number of values
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number of values to start the discretization with.
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method : string
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defining method of gridding, options are 'linear' and 'adaptive'
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@ -2482,7 +2056,7 @@ def _discretize_linear(fun, a, b, tol=0.005, n=5):
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x = linspace(a, b, n)
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y = fun(x)
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y00 = interp(x, x0, y0)
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err = 0.5 * amax(np.abs((y00 - y) / (np.abs(y00 + y) + _TINY)))
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err = 0.5 * amax(np.abs(y00 - y) / (np.abs(y00) + np.abs(y) + _TINY + tol))
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num_tries += int(abs(err - err0) <= tol/2)
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return x, y
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@ -2500,27 +2074,32 @@ def _discretize_adaptive(fun, a, b, tol=0.005, n=5):
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err = erri.max()
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err0 = inf
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num_tries = 0
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reltol = abstol = tol
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for j in range(50):
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if num_tries < 5 and np.any(erri > tol):
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if num_tries < 5 and err > tol:
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err0 = err
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# find top errors
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I, = where(erri > tol)
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ix, = where(erri > tol)
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# double the sample rate in intervals with the most error
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y = (vstack(((x[I] + x[I - 1]) / 2,
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(x[I + 1] + x[I]) / 2)).T).ravel()
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y = (vstack(((x[ix] + x[ix - 1]) / 2,
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(x[ix + 1] + x[ix]) / 2)).T).ravel()
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fy = fun(y)
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fy0 = interp(y, x, fx)
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erri = 0.5 * (np.abs((fy0 - fy) / (np.abs(fy0 + fy) + _TINY)))
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abserr = np.abs(fy0 - fy)
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erri = 0.5 * (abserr / (np.abs(fy0) + np.abs(fy) + _TINY + tol))
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# abserr = np.abs(fy0 - fy)
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# converged = abserr <= np.maximum(abseps, releps * abs(fy))
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# converged = abserr <= np.maximum(tol, tol * abs(fy))
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err = erri.max()
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x = hstack((x, y))
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I = x.argsort()
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x = x[I]
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erri = hstack((zeros(len(fx)), erri))[I]
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fx = hstack((fx, fy))[I]
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ix = x.argsort()
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x = x[ix]
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erri = hstack((zeros(len(fx)), erri))[ix]
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fx = hstack((fx, fy))[ix]
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num_tries += int(abs(err - err0) <= tol/2)
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else:
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break
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