Revision 4f75faeded2cb284dedbc856a8b2ae56075ea158 authored by Collin Capano on 20 June 2020, 18:27:09 UTC, committed by GitHub on 20 June 2020, 18:27:09 UTC
* use different acl for every chain in epsie * create base burn in class, move common functions to there; rename MCMCBurnInTests EnsembleMCMC, first stab at creating MCMC tests for independent chains * more changes to burn in module * simplify the attributes in the burn in classes * add write method to burn in classes * add write_data method to base_hdf * remove write_burn_in method from mcmc io; use the write method in burn in module instead * make use of new burn in functions in sampler/base_mcmc * have emcee and emcee pt use ensemble burn in tests * add compute_acf function to epsie * start separating ensemble and mcmc io methods * stop saving thin settings to file; just return on the fly * make read/write samples stand alone functions, and update emcee * rename write functions; update emcee * move multi temper read/write functions to stand alone and update emcee_pt * pass kwargs from emcee(_pt) io functions * simplify get_slice method * add function to base_mcmc to calculate the number of samples in a chain * use nsamples_in_chain function to calculate effective number of samples * add read_raw_samples function that can handle differing number of samples from different chains * add forgotten import * use write/read functions from base_multitemper in epsie io * use stand alone functions for computing ensemble acf/acls * separate out ensemble-specific attributes in sampler module; update emcee and emcee_pt * add acl and effective_nsample methods to epsie * simplify writing acls and burn in * fix various bugs and typos * use a single function for writing both acl and raw_acls * add some more logging info to burn in * reduce identical blocks of code in burn in module * fix self -> fp in read_raw_samples * reduce code duplication in base io and simplify read raw samples function * fix missed rename * reduce code redundacy in sampler/base_multitemper * whitespace * fix bugs and typos in burn_in module * fix code climate issues * use map in compute_acl * more code climate fixes * remove unused variable; try to silence pylint * fix issues reading epsie samples * only load samples from burned in chains by default * add act property to mcmc files * fix act logging message * fix effective number of samples calculation in epsie * remap walkers option to chains for reading samples * fix thinning update * fix acceptance ratio and temperature data thinning in epsie * allow for different fields to have differing number of temperatures when loading * don't try to figure out how many samples will be loaded ahead of time * store acts in file instead of acls * write burn in status to file before computing acls * drop write_acts function * fix issue with getting specific chains * fix typo * code climate issues * fix plot_acl
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test_matchedfilter.py
# Copyright (C) 2012 Alex Nitz, Josh Willis
#
# This program is free software; you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by the
# Free Software Foundation; either version 3 of the License, or (at your
# option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
# Public License for more details.
#
# You should have received a copy of the GNU General Public License along
# with this program; if not, write to the Free Software Foundation, Inc.,
# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
#
# =============================================================================
#
# Preamble
#
# =============================================================================
#
"""
These are the unittests for the pycbc.filter.matchedfilter module
"""
import sys
import pycbc
import unittest
from pycbc.types import *
from pycbc.scheme import *
from pycbc.filter import *
from math import sqrt
import pycbc.fft
import numpy
from utils import parse_args_all_schemes, simple_exit
_scheme, _context = parse_args_all_schemes("Matched Filter")
import pycbc.fft.fftw
pycbc.fft.fftw.set_measure_level(0)
class TestMatchedFilter(unittest.TestCase):
def setUp(self,*args):
self.context = _context
self.scheme = _scheme
from math import sin
# Use sine wave as test signal
data = numpy.sin(numpy.arange(0,100,100/(4096.0*64)))
self.filt = TimeSeries(data,dtype=float32,delta_t=1.0/4096)
self.filt2 = (self.filt*1)
self.filt2[0:int(len(self.filt2)/2)].fill(0)
self.filt_offset = TimeSeries(numpy.roll(data,4096*32), dtype=float32,
delta_t=1.0/4096)
self.filtD = TimeSeries(data,dtype=float64,delta_t=1.0/4096)
self.filt2D = (self.filtD*1)
self.filt2D[0:int(len(self.filt2D)/2)].fill(0)
self.filt_offsetD = TimeSeries(numpy.roll(data,4096*32), dtype=float64,
delta_t=1.0/4096)
self.filt_short =TimeSeries([0,1,2,3,4],dtype=float32,delta_t=1.0/4096)
def test_correlate (self):
from pycbc.filter.matchedfilter import correlate
with self.context:
a = Array([1j], dtype=complex64)
b = Array([1j], dtype=complex64)
c = zeros(1, dtype=complex64)
correlate (a, b, c)
self.assertEqual(1, c[0])
def test_ave_snr_noise(self):
with self.context:
#Test that the average snr in noise is 2
from numpy.random import normal
noise = normal(0.0,2,4096*64)
nplus= TimeSeries(noise,dtype=float32,delta_t=1.0/4096)
ntilde = make_frequency_series(nplus) / nplus.delta_t
# Calculate a Faux psd for normalization, replace with better algorithm
psd = (ntilde).squared_norm() / float(len(nplus)) * nplus.delta_t *2.0
snr = matched_filter(self.filt, nplus, psd=psd)
ave = snr.squared_norm().sum() /len(snr)
self.assertAlmostEqual(2,ave,places=5)
noise = normal(0.0,2,4096*64)
nplus= TimeSeries(noise,dtype=float64,delta_t=1.0/4096)
ntilde = make_frequency_series(nplus) / nplus.delta_t
# Calculate a Faux psd for normalization, replace with better algorithm
psd = (ntilde).squared_norm() / float(len(nplus)) * nplus.delta_t *2.0
snr = matched_filter(self.filtD,nplus,psd=psd)
ave = snr.squared_norm().sum() /len(snr)
self.assertAlmostEqual(2,ave,places=5)
def test_perfect_match(self):
with self.context:
o,i = match(self.filt,self.filt)
self.assertAlmostEqual(1,o,places=4)
self.assertEqual(0,i)
o,i = match(self.filtD,self.filtD)
self.assertAlmostEqual(1,o,places=4)
self.assertEqual(0,i)
def test_perfect_match_offset(self):
with self.context:
o,i = match(self.filt,self.filt_offset)
self.assertAlmostEqual(1,o,places=4)
self.assertEqual(4096*32,i)
o,i = match(self.filtD,self.filt_offsetD)
self.assertAlmostEqual(1,o,places=4)
self.assertEqual(4096*32,i)
def test_imperfect_match(self):
with self.context:
f = make_frequency_series(self.filt)
f2 = make_frequency_series(self.filt2)
o,i = match(self.filt,self.filt2)
self.assertAlmostEqual(sqrt(0.5),o,places=3)
f = make_frequency_series(self.filtD)
f2 = make_frequency_series(self.filt2D)
o,i = match(self.filtD,self.filt2D)
self.assertAlmostEqual(sqrt(0.5),o,places=3)
def test_errors(self):
with self.context:
#Check that an incompatible data and filter produce an error
self.assertRaises(ValueError,match,self.filt,self.filt[0:5])
#Check that an incompatible psd produces an error
self.assertRaises(TypeError,match,self.filt,self.filt,psd=self.filt)
psd = FrequencySeries(zeros(len(self.filt) // 2 + 1), delta_f=100000)
self.assertRaises(ValueError,match,self.filt,self.filt,psd=psd)
#Check that only TimeSeries or FrequencySeries are accepted
self.assertRaises(TypeError,match,zeros(10),zeros(10))
self.assertRaises(ValueError,match,self.filt,self.filt[0:len(self.filt)-1])
suite = unittest.TestSuite()
suite.addTest(unittest.TestLoader().loadTestsFromTestCase(TestMatchedFilter))
if __name__ == '__main__':
results = unittest.TextTestRunner(verbosity=2).run(suite)
simple_exit(results)
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