'YHh# dZddlZddlmZddlmZmZ ddlm Z ddl mZej dj#dj$Zej d j#d j$Zej(d d gd d ggd d gd d gggZej,d Zej.dZedzZej4eedddddfdZej4eedddddfdZej4edddddfeZedddddfZeee ej.ddzddfZe e eej.eedddfejCeedddfejCdZ"ej,d Ze"eedddddfZ#e e#eddeddze"eeddddddfZ$e ejJe$eddddfjMdeddjMdzdddfk(eejOe(dddddfeZ)ejTjWdZ,ee,ej(ddgZ-eej\ej^de,fej(ddgZ0ejbdgddge,Z2ej^dZ3e4ddD]Z5de3e5dz ze,e5dz ze3e5<ej^dZ6e4ddD]Z5e,e5de,e5dz zz e6e5<e de ejne6dde3dde-dde2dde0ddfdZ8e e8e3dde2e e8e3dde0ddejTjWddZ9ej(gdgd gZ:ej(gdgd!gZ:ej(gd"gd!gZ:ej(gd#gd!gZ:ej\ej,d$dejvdzfZe4ddD]0Z5ejLe:dddfe>e5dz ze,e5dz ze>e5<2ej^d&Z?de?d<ej(gd#gd!gZ:eej\ej^d'e?fe:ddej(gd#gd(gZ:eej\ej^d'e?fe:ddej(gd)gd*gd+ggd!gd,gd-ggZ@ej(gd.gd*gd+ggd!gd,gd-ggZ@eej\ej^d'e?fdddddfe@j$ddZAeAeAdddddfz ZBej(gd/gd*gd+ggd0gd1gd2ggZ@eej\ej^d'e?fdddddfe@ddZAeAeAdddddfz ZBejeje?e?e?fe@dddddfd3ZDej^eDdfZ?d e?d<ej^eDdzdfZ>e4deDdzD]1Z5eje@dddddfe>e5dz e?e5dz ze>e5<3ej^eDdzddfZFe@deFdddddf<e@d eFdddddf<e4deDdzD]0Z5eje@d eFe5dz ddddfeFe5ddddf<2ej(gd/gd*gd+ggd0gd1gd2ggZGd3ZDej(d d4gd4d ggdd4gd5dgggZHej^eDdzddfZIeHdeIdddddf<eHd eIdddddf<e4deDdzD]0Z5ejeHd eIe5dz ddddfeIe5ddddf<2d3ZDej^eDdfZ?d e?d6<ej(d d4gd4d ggdd4gd7dgggZJej^eDdzdfZKe4deDdzD]2Z5ejeJdddddf eKe5dz e?e5dz zeKe5<4ejTjWd3dZLej^eDdzdfZMe4deDdzD]2Z5ejeJdddddf eMe5dz eLe5dz zeMe5<4ej^eDdzddfZNeJdeNdddddf<eJd eNdddddf<e4deDdzD]0Z5ejeJd eNe5dz ddddfeNe5ddddf<2d8ZOej^eOd eOz zZPejjePZSe eSe ejjeSd9d:d;<y#e $r ddl m Z Y +wxYw)=atrying out VAR filtering and multidimensional fft Note: second half is copy and paste and does not run as script incomplete definitions of variables, some I created in shell Created on Thu Jan 07 12:23:40 2010 Author: josef-pktd update 2010-10-22 2 arrays were not defined, copied from fft_filter.log.py but I did not check what the results are. Runs now without raising exception N) assert_equal)signalstats) _centered)fftconvolveinv()<)r ??)r r r r validmodecJtj|}tj|}|jdk(r |dddf}|jdkDr td|jd}|jd}|dz}|jdk(rt j ||dddfdS|jdk(rt|jdk(rt j ||dStj|jd|z dz|f}t|D]/}t j |dd|f|dd|fd|dd|f<1|S|jdk(r?t j |dddddf|}||| |jddzddf}|Sy) a0apply an autoregressive filter to a series x x can be 2d, a can be 1d, 2d, or 3d Parameters ---------- x : array_like data array, 1d or 2d, if 2d then observations in rows a : array_like autoregressive filter coefficients, ar lag polynomial see Notes Returns ------- y : ndarray, 2d filtered array, number of columns determined by x and a Notes ----- In general form this uses the linear filter :: y = a(L)x where x : nobs, nvars a : nlags, nvars, npoly Depending on the shape and dimension of a this uses different Lag polynomial arrays case 1 : a is 1d or (nlags,1) one lag polynomial is applied to all variables (columns of x) case 2 : a is 2d, (nlags, nvars) each series is independently filtered with its own lag polynomial, uses loop over nvar case 3 : a is 3d, (nlags, nvars, npoly) the ith column of the output array is given by the linear filter defined by the 2d array a[:,:,i], i.e. :: y[:,i] = a(.,.,i)(L) * x y[t,i] = sum_p sum_j a(p,j,i)*x(t-p,j) for p = 0,...nlags-1, j = 0,...nvars-1, for all t >= nlags Note: maybe convert to axis=1, Not TODO: initial conditions rNr zx array has to be 1d or 2drrrr ) npasarrayndim ValueErrorshaperconvolveminzerosrange) xanvarnlagsntrimresultiyfyvalids a/var/www/html/planif/env/lib/python3.12/site-packages/statsmodels/sandbox/tsa/try_var_convolve.pyarfilterr'6sh 1 A 1 Avv{ afIvvz566 771:D GGAJE 1HE vv{q!AdF)':: 1 qww<1 ??1ag6 61771:e+A-t45t HA //!AaC&!AaC&wGF1Q3K H 1 __Qq4x[! ,E5&L"((1+q.23  i皙d皙?z< compare: errloop - arloop - fft - lfilter - fftp (padded)cXtjtj||z S)N)rmaxabs)rys r&maxabsr5s 66"&&1+ r(r )rrr)r*r 皙?)r*r7)rr)r))rrr)rr )r,r ) r )r+r )r*gr7)rr7r7)r7rr7)r7r7r)r7r*r7)r7r7r*)rr r7)rrr7)r*g?r7)rr7r7)r7r7r-r8r7g)rrr6 gBi?g?gףp= C@)locscale)V__doc__numpyr numpy.testingrscipyrrscipy.signal._signaltoolsr trim_centered ImportErrorscipy.signal.signaltools#statsmodels.tsa.filters.filtertoolsr fftconvolvearangereshapeTrarraya3fonesrr r!ry0y1r$r4r%printravelr'y0aryresallsumastypefloatyffrandomrandnrvsar1fftr_rar1fftplfilterar1lfar1rr#errar1 column_stackr5rvs3a3neyea3near13fftar13impa3n3tttgfttdstacknobsdota3n3inva3n3syra2n3inva2ar12uar12ra2invnbinsbinProbadd accumulate binSumProbgammappfr(r&rss  &DD NBIIbM&!## BIIbM&!##bhh#b3Z(r R#J')* bggg !  qV__Qs1Qq5z0V__Qs1Qq5z0V__Qq4x[%q1uI E5&L!a ) *mAqww  VAaC["((*% VAaC["((*%Xtbggg#a!e*dAabEAcrFN#a"1"f+fbffTa1gkk!nq"vzz!}4af= =>?!((5/!Ad(+C0iiooc S1T(+ , beeHBHHSM#-.xrxx4/A BsQtHc*bhhsm q%A QqS\C!H $CF% # q&AAS1X%F1I&FGoboova|S2Yvcr{E#2Js3')*+fSWefSWgc"o&' yys1bhh'(bhh'(bhh .)*bhh'( uuWRWWU^DN *+ uuWRWWU^DN *+ d3 rxx q4AbffS1Xd1Q3i'(3qs83DG4 bhhvAbhh'( BEE("((7#C' (-cd3bhh()* BEE("((7#C' (-cd3rxx$##%$##% &'rxx%$$&%$$& '("%%)#-.q4x8@F 3q1u:~rxx#$$&&##% &'"%%)#-.q4x8>stD 3q1u:~9299c#c]+D1!Aa%8 bhhQx Arxxa  qa7AbffT!Aa%[ac+c!A#h6DG7 "((DF1Q< a!Aq'!A qa7ARVVT!WHWQqS1W%56GAaEN7 %$$&&##% & '  BHHr|     "((DF1Q< 1!AA$!A qa4ARVVQqTE'!A#a'"23GAaEN4 bhhQx CRXX"    d  rxxa  qa6Abffb1QiZQqS *S1X5DG6IIOOBq$q& qa6Arvvr!Aa%yjqs,q1v5E!H6 $q&1!ua!e 1va!e qa1A2662a5&qs1Qw0E!Aa%L1  "((5/CI % VV  w ' jekkoojCfo=>K DDCDsh99 ii