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def a_test(request):
return ParCorr(verbosity=VERBOSITY)
def test_predictions(data_frame_a):
# TODO NOTE: This doesn't actually test if the predictions make sense, only
# that they work!
# Get the data
(dataframe, true_parents), links_coeffs = data_frame_a
T, _ = dataframe.values.shape
# Build the prediction
a_cond_ind_test = ParCorr(significance='analytic',
fixed_thres=0.01)
pred = Prediction(dataframe=dataframe,
cond_ind_test=a_cond_ind_test,
prediction_model=sklearn.linear_model.LinearRegression(),
train_indices=range(int(0.8*T)),
test_indices=range(int(0.8*T), T),
verbosity=0)
# Load some parameters
tau_max = 3
steps_ahead = 0
target = 2
# Get the predictors from pc_stable
all_predictors = pred.get_predictors(selected_targets=[target],
selected_links=None,
steps_ahead=steps_ahead,
tau_max=tau_max,
def a_pcmci(a_sample, request):
# Unpack the test data and true parent graph
dataframe, true_parents = a_sample
# Build the PCMCI instance
pcmci = PCMCI(selected_variables=None,
dataframe=dataframe,
cond_ind_test=ParCorr(verbosity=VERBOSITY),
verbosity=VERBOSITY)
# Return the constructed PCMCI, expected results, and common parameters
return pcmci, true_parents
def setUp(self):
auto = 0.6
coeff = 0.6
T = 1000
numpy.random.seed(42)
# True graph
links_coeffs = {0: [((0, -1), auto)],
1: [((1, -1), auto), ((0, -1), coeff)],
2: [((2, -1), auto), ((1, -1), coeff)]
}
self.data, self.true_parents_coeffs = pp.var_process(links_coeffs, T=T)
T, N = self.data.shape
self.ci_par_corr = ParCorr(use_mask=False,
mask_type=None,
significance='analytic',
fixed_thres=None,
sig_samples=10000,
sig_blocklength=3,
confidence='analytic',
conf_lev=0.9,
conf_samples=10000,
conf_blocklength=1,
recycle_residuals=False,
verbosity=0)
self.ci_gpdc = GPDC(
def par_corr(request):
# Unpack the parameters
sig, recycle, conf = request.param
# Generate the par_corr independence test
return ParCorr(mask_type=None,
significance=sig,
fixed_thres=0.1,
sig_samples=10000,
sig_blocklength=3,
confidence=conf,
conf_lev=0.9,
conf_samples=10000,
conf_blocklength=1,
recycle_residuals=recycle,
verbosity=0)
# Maximum number of parents of X to condition on in MCI step, leave this to None
# to condition on all estimated parents.
max_conds_px = None
# Selected links may be used to restricted estimation to given links.
selected_links = None
# Alpha level for MCI tests (just used for printing since all p-values are
# stored anyway)
alpha_level = 0.05
# Verbosity level. Note that slaves will ouput on top of each other.
verbosity = 0
# Chosen conditional independence test
cond_ind_test = ParCorr() #confidence='analytic')
# Store results in file
file_name = os.path.expanduser('~') + '/test_results.dat'
#
# Start of the script
#
if COMM.rank == 0:
# Only the master node (rank=0) runs this
if verbosity > -1:
print("\n##\n## Running Parallelized Tigramite PC algorithm\n##"
"\n\nParameters:")
print("\nindependence test = %s" % cond_ind_test.measure
+ "\ntau_min = %d" % tau_min
+ "\ntau_max = %d" % tau_max