test_deconvolution.py 文件源码

def AR1(constrained=False):
    g = .95
    sn = .3
    y, c, s = [a[0] for a in gen_data([g], sn, N=1)]
    result = constrained_oasisAR1(y, g, sn) if constrained else oasisAR1(y, g, lam=2.4)
    result_foopsi = constrained_foopsi(y, [g], sn) if constrained else foopsi(y, [g], lam=2.4)
    npt.assert_allclose(np.corrcoef(result[0], result_foopsi[0])[0, 1], 1)
    npt.assert_allclose(np.corrcoef(result[1], result_foopsi[1])[0, 1], 1)
    npt.assert_allclose(np.corrcoef(result[0], c)[0, 1], 1, .03)
    npt.assert_allclose(np.corrcoef(result[1], s)[0, 1], 1, .2)