Fixed conflicts
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parent
1103245d85
commit
253305b602
@ -13,4 +13,3 @@ def test(level=1, verbosity=1):
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print 'Python version %s' % (sys.version.replace('\n', '',),)
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print 'Python version %s' % (sys.version.replace('\n', '',),)
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from numpy.testing import NumpyTest
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from numpy.testing import NumpyTest
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return NumpyTest().test(level, verbosity)
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return NumpyTest().test(level, verbosity)
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@ -217,6 +217,12 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, center_axis=[2,0,2], zorth=F
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# predictions
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# predictions
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for a in range(a_max):
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for a in range(a_max):
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Yhat[a,val,:] = atleast_2d(ym + dot(xi, dat['B'][a]))
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Yhat[a,val,:] = atleast_2d(ym + dot(xi, dat['B'][a]))
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# todo: need a better support for classification error
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y_is_class = Y.dtype.char.lower() in ['i','p', 'b', 'h','?']
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if y_is_class:
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pass
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#Yhat, err = class_error(Yhat, Y)
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#return Yhat, err
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sep = (Y - Yhat)**2
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sep = (Y - Yhat)**2
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rmsep = sqrt(sep.mean(1)).T
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rmsep = sqrt(sep.mean(1)).T
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#aopt = find_aopt_from_sep(rmsep)
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#aopt = find_aopt_from_sep(rmsep)
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@ -510,6 +516,8 @@ def diag_cv(shape, nsets=9, randomise=True):
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except:
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except:
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raise ValueError("shape needs to be a two-tuple")
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raise ValueError("shape needs to be a two-tuple")
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if nsets>m or nsets>n:
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if nsets>m or nsets>n:
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msg = "You may not use more subsets than max(n_rows, n_cols)"
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raise ValueError, msg
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msg = "You may not use more subsets than max(n_rows, n_cols)"
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msg = "You may not use more subsets than max(n_rows, n_cols)"
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nsets = min(m, n)
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nsets = min(m, n)
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nm = n*m
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nm = n*m
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@ -525,6 +533,19 @@ def diag_cv(shape, nsets=9, randomise=True):
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#training = [j for j in index if j not in validation]
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#training = [j for j in index if j not in validation]
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yield list(validation)
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yield list(validation)
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def class_error(y_hat, y, method='vanilla'):
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""" Not used.
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"""
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a_opt, k, l = y_hat.shape
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y_hat_c = zeros((k, l), dtype='d')
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if method == vanilla:
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pass
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for a in range(a_opt):
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for i in range(k):
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y_hat_c[a, val, argmax(y_hat[a,val,:])] = 1.0
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err = 100*((y_hat_c + y) == 2).sum(1)/y.sum(0).astype('d')
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return y_hat_c, err
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def prediction_error(y_hat, y, method='squared'):
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def prediction_error(y_hat, y, method='squared'):
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"""Loss function on multiclass Y.
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"""Loss function on multiclass Y.
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@ -710,13 +710,13 @@ def center(a, axis):
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if axis == -1:
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if axis == -1:
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mn = zeros((1,a.shape[1],))
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mn = zeros((1,a.shape[1],))
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mn = tile(mn, (a.shape[0], 1))
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#mn = tile(mn, (a.shape[0], 1))
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elif axis == 0:
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elif axis == 0:
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mn = a.mean(0)[newaxis]
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mn = a.mean(0)[newaxis]
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mn = tile(mn, (a.shape[0], 1))
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#mn = tile(mn, (a.shape[0], 1))
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elif axis == 1:
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elif axis == 1:
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mn = a.mean(1)[:,newaxis]
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mn = a.mean(1)[:,newaxis]
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mn = tile(mn, (1, a.shape[1]))
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#mn = tile(mn, (1, a.shape[1]))
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elif axis == 2:
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elif axis == 2:
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#fixme: double centering returns column mean as loc-vector, ok?
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#fixme: double centering returns column mean as loc-vector, ok?
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mn = a.mean(0)[newaxis] + a.mean(1)[:,newaxis] - a.mean()
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mn = a.mean(0)[newaxis] + a.mean(1)[:,newaxis] - a.mean()
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@ -825,13 +825,12 @@ def esvd(data, a_max=None):
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"""
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"""
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m, n = data.shape
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m, n = data.shape
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if m >= n:
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if m > n:
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kernel = dot(data.T, data)
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kernel = dot(data.T, data)
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if a_max == None:
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if a_max == None:
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a_max = n - 1
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a_max = n - 1
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s, v = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
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s, v = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
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maxiter=200, tol=1e-5)
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maxiter=500, tol=1e-7)
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s = s[::-1]
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s = s[::-1]
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v = v[:,::-1]
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v = v[:,::-1]
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#u, s, vt = svd(kernel)
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#u, s, vt = svd(kernel)
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@ -841,9 +840,9 @@ def esvd(data, a_max=None):
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else:
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else:
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kernel = dot(data, data.T)
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kernel = dot(data, data.T)
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if a_max == None:
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if a_max == None:
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a_max = m -1
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a_max = m - 1
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s, u = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
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s, u = arpack.eigen_symmetric(kernel, k=a_max, which='LM',
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maxiter=200, tol=1e-5)
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maxiter=500, tol=1e-7)
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s = s[::-1]
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s = s[::-1]
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u = u[:,::-1]
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u = u[:,::-1]
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#u, s, vt = svd(kernel)
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#u, s, vt = svd(kernel)
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@ -159,7 +159,7 @@ class PCA(Model):
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doc = "mean_centered input data"
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doc = "mean_centered input data"
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def fget(self):
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def fget(self):
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if not hasattr(self, "_xc"):
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if not hasattr(self, "_xc"):
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self._xc = self.x + self.xadd
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self._xc = self.x + self.xadd
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return self._xc
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return self._xc
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def fset(self, xc):
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def fset(self, xc):
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self._xc = xc
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self._xc = xc
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@ -79,18 +79,13 @@ def hotelling(Pcv, P, p_center='median', cov_center='median',
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for i in xrange(n):
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for i in xrange(n):
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Pi = Pcv[:,i,:] # (n_sets x amax)
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Pi = Pcv[:,i,:] # (n_sets x amax)
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Pi_ctr = P_ctr[i,:] # (1 x amax)
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Pi_ctr = P_ctr[i,:] # (1 x amax)
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#Pim = (Pi - Pi_ctr)*msqrt(n_sets-1)
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Pim = (Pi - Pi_ctr)*msqrt(n_sets-1)
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#Cov_i[i] = (1./n_sets)*dot(Pim.T, Pim)
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Cov_i[i] = (1./n_sets)*dot(Pim.T, Pim)
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Pim = (Pi - Pi_ctr)
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Cov_i[i] = dot(Pim.T, Pim)
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if cov_center == 'median':
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if cov_center == 'median':
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Cov_p = median(Cov_i)
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Cov_p = median(Cov_i)
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elif cov_center == 'mean':
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else cov_center == 'mean':
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Cov_p = Cov.mean(0)
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Cov_p = Cov.mean(0)
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else:
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print "Pooled covariance est. invalid, using median"
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print cov_center
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Cov_p = median(Cov_i)
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reg_cov = (1. - alpha)*Cov_i + alpha*Cov_p
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reg_cov = (1. - alpha)*Cov_i + alpha*Cov_p
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for i in xrange(n):
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for i in xrange(n):
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Pc = P_ctr[i,:]
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Pc = P_ctr[i,:]
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@ -145,7 +140,7 @@ def procrustes(a, b, strict=True, center=False, force_norm=False, verbose=False)
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u, s, vt = svd(dot(b.T, a))
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u, s, vt = svd(dot(b.T, a))
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Cm = dot(u, vt) # Cm: orthogonal rotation matrix
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Cm = dot(u, vt) # Cm: orthogonal rotation matrix
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if strict:
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if strict:
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Cm = _ensure_strict(Cm)
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Cm = _ensure_strict(Cm)
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b_rot = dot(b, Cm)
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b_rot = dot(b, Cm)
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if verbose:
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if verbose:
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fit = ((b - b_rot)**2).sum()
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fit = ((b - b_rot)**2).sum()
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@ -264,7 +259,7 @@ def lpls_qvals(X, Y, Z, aopt=None, alpha=.3, zx_alpha=.5, n_iter=20,
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Wc, Lc = lpls_jk(X, Y, Z ,aopt, zorth=zorth)
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Wc, Lc = lpls_jk(X, Y, Z ,aopt, zorth=zorth)
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cal_tsq_x = hotelling(Wc, dat['W'], alpha=alpha)
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cal_tsq_x = hotelling(Wc, dat['W'], alpha=alpha)
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cal_tsq_z = hotelling(Lc, dat['L'], alpha=alpha)
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cal_tsq_z = hotelling(Lc, dat['L'], alpha=alpha)
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print "morn"
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# Perturbations
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# Perturbations
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index = arange(m)
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index = arange(m)
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for i in range(n_iter):
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for i in range(n_iter):
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@ -403,4 +398,3 @@ def _fdr(tsq, tsqp, loc_method=median):
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fd_rate = fp/n_signif
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fd_rate = fp/n_signif
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fd_rate[fd_rate>1] = 1
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fd_rate[fd_rate>1] = 1
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return fd_rate
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return fd_rate
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