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# Licensed under a 3-clause BSD style license - see LICENSE |
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"""Methods for correlation of light curves.""" |
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import logging |
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import numpy as np |
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from mutis.lib.utils import get_grid |
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__all__ = ["kroedel_ab", "welsh_ab", "nindcf", "gen_times_rawab", "gen_times_uniform", "gen_times_canopy"] |
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log = logging.getLogger(__name__) |
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def kroedel_ab_p(t1, d1, t2, d2, t, dt): |
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"""Helper function for kroedel_ab()""" |
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t1m, t2m = get_grid(t1, t2) |
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d1m, d2m = np.meshgrid(d1, d2) |
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mask = ((t - dt / 2) < (t2m - t1m)) & ((t2m - t1m) < (t + dt / 2)) |
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udcf = (d1m - np.mean(d1)) * (d2m - np.mean(d2)) / np.std(d1) / np.std(d2) |
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return np.mean(udcf[mask]) |
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View Code Duplication |
def kroedel_ab(t1, d1, t2, d2, t, dt): |
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"""Krolik & Edelson (1988) correlation with adaptative binning. |
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This function implements the correlation function proposed by |
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Krolik & Edelson (1988), which allows for the computation of |
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the correlation for -discrete- signals non-uniformly sampled |
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in time. |
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Parameters |
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---------- |
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t1 : :class:`~numpy.ndarray` |
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Times corresponding to the first signal. |
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d1 : :class:`~numpy.ndarray` |
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Values of the first signal. |
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t2 : :class:`~numpy.ndarray` |
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Times corresponding to the second signal. |
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d2 : :class:`~numpy.ndarray` |
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Values of the second signal. |
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t : :class:`~numpy.ndarray` |
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Times on which to compute the correlation (binning). |
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dt : :class:`~numpy.ndarray` |
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Size of the bins on which to compute the correlation. |
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Returns |
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------- |
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res : :class:`~numpy.ndarray` (size `len(t)`) |
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Values of the correlation at the times `t`. |
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Examples |
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-------- |
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An example of raw usage would be: |
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>>> import numpy as np |
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>>> from mutis.lib.correlation import kroedel_ab |
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>>> t1 = np.linspace(1, 10, 100); s1 = np.sin(t1) |
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>>> t2 = np.linspace(1, 10, 100); s2 = np.cos(t2) |
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>>> t = np.linspace(1, 10, 100); dt = np.full(t.shape, 0.1) |
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>>> kroedel_ab_p(t1, d1, t2, d2, t, dt) |
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However, it is recommended to be used as expalined in the |
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standard MUTIS' workflow notebook. |
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""" |
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if t.size != dt.size: |
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log.error("Error, t and dt not the same size") |
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return False |
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if t1.size != d1.size: |
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log.error("Error, t1 and d1 not the same size") |
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return False |
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if t2.size != d2.size: |
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log.error("Error, t2 and d2 not the same size") |
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return False |
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res = np.empty(t.size) |
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for i in range(t.size): |
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res[i] = kroedel_ab_p(t1, d1, t2, d2, t[i], dt[i]) |
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return res |
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def welsh_ab_p(t1, d1, t2, d2, t, dt): |
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"""Helper function for welsh_ab()""" |
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t1m, t2m = get_grid(t1, t2) |
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d1m, d2m = np.meshgrid(d1, d2) |
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msk = ((t - dt / 2) < (t2m - t1m)) & ((t2m - t1m) < (t + dt / 2)) |
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udcf = (d1m - np.mean(d1m[msk])) * (d2m - np.mean(d2m[msk])) / np.std(d1m[msk]) / np.std(d2m[msk]) |
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return np.mean(udcf[msk]) |
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View Code Duplication |
def welsh_ab(t1, d1, t2, d2, t, dt): |
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"""Welsh (1999) correlation with adaptative binning. |
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This function implements the correlation function proposed |
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by Welsh (1999), which allows for the computation of the correlation |
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for -discrete- signals non-uniformly sampled in time. |
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Parameters |
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---------- |
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t1 : :class:`~numpy.ndarray` |
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Times corresponding to the first signal. |
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d1 : :class:`~numpy.ndarray` |
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Values of the first signal. |
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t2 : :class:`~numpy.ndarray` |
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Times corresponding to the second signal. |
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d2 : :class:`~numpy.ndarray` |
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Values of the second signal. |
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t : :class:`~numpy.ndarray` |
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Times on which to compute the correlation (binning). |
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dt : :class:`~numpy.ndarray` |
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Size of the bins on which to compute the correlation. |
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Returns |
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------- |
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res : :class:`~numpy.ndarray` (size `len(t)`) |
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Values of the correlation at the times `t`. |
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Examples |
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-------- |
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An example of raw usage would be: |
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>>> import numpy as np |
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>>> from mutis.lib.correlation import welsh_ab |
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>>> t1 = np.linspace(1, 10, 100); s1 = np.sin(t1) |
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>>> t2 = np.linspace(1, 10, 100); s2 = np.cos(t2) |
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>>> t = np.linspace(1, 10, 100); dt = np.full(t.shape, 0.1) |
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>>> welsh_ab_p(t1, d1, t2, d2, t, dt) |
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However, it is recommended to be used as expalined in the |
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standard MUTIS' workflow notebook. |
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""" |
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if t.size != dt.size: |
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log.error("Error, t and dt not the same size") |
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return False |
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if t1.size != d1.size: |
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log.error("Error, t1 and d1 not the same size") |
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return False |
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if t2.size != d2.size: |
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log.error("Error, t2 and d2 not the same size") |
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return False |
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# res = np.array([]) |
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res = np.empty(t.size) |
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for i in range(t.size): |
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res[i] = welsh_ab_p(t1, d1, t2, d2, t[i], dt[i]) |
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return res |
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def ndcf(x, y): |
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"""Computes the normalised correlation of two discrete signals (ignoring times).""" |
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x = (x - np.mean(x)) / np.std(x) / len(x) |
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y = (y - np.mean(y)) / np.std(y) |
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return np.correlate(y, x, "full") |
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def nindcf(t1, s1, t2, s2): |
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"""Computes the normalised correlation of two discrete signals (interpolating them).""" |
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dt = np.max([(t1.max() - t1.min()) / t1.size, (t2.max() - t2.min()) / t2.size]) |
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n1 = np.int(np.ptp(t1) / dt * 10.0) |
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n2 = np.int(np.ptp(t1) / dt * 10.0) |
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s1i = np.interp(np.linspace(t1.min(), t1.max(), n1), t1, s1) |
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s2i = np.interp(np.linspace(t2.min(), t2.max(), n2), t2, s2) |
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return ndcf(s1i, s2i) |
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def gen_times_rawab(t1, t2, dt0=None, ndtmax=1.0, nbinsmin=121, force=None): |
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"""LEGACY. Returns t, dt for use with adaptative binning methods. |
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Uses a shitty algorithm to find a time binning in which each bin contains |
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a minimum of points (specified by `nbinsmin`, with an starting bin size |
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(`dt0`) and a maximum bin size (`ndtmax*dt0`). |
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The algorithms start at the first time bin, and enlarges the bin size |
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until it has enough points or it reaches the maximum length, then creates |
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another starting at that point. |
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If `force` is True, then it discards the created bins on which there are |
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not enough points. |
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""" |
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# Sensible values for these parameters must be found by hand, and depend |
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# on the characteristic of input data. |
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# |
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# dt0: |
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# minimum bin size, also used as step in a.b. |
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# default: dt0 = 0.25*(tmax-tmin)/np.sqrt(t1.size*t2.size+1) |
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# (more or less a statistically reasonable binning, |
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# to increase precision) |
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# ndtmax: |
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# Maximum size of bins (in units of dt0). |
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# default: 1.0 |
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# nbinsmin: |
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# if the data has a lot of error, higher values are needed |
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# to soften the correlation beyond spurious variability. |
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# default: 121 (11x11) |
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# tmin = -(np.min([t1.max(),t2.max()]) - np.max([t1.min(),t2.min()])) |
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tmax = +(np.max([t1.max(), t2.max()]) - np.min([t1.min(), t2.min()])) |
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tmin = -tmax |
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if dt0 is None: |
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dt0 = 0.25 * (tmax - tmin) / np.sqrt(t1.size * t2.size + 1) |
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t = np.array([]) |
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dt = np.array([]) |
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nb = np.array([]) |
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t1m, t2m = np.meshgrid(t1, t2) |
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ti = tmin |
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tf = ti + dt0 |
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while tf < tmax: |
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tm = (ti + tf) / 2 |
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dtm = tf - ti |
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nbins = np.sum((((tm - dtm / 2) < (t2m - t1m)) & ((t2m - t1m) < (tm + dtm / 2)))) |
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if dtm <= dt0 * ndtmax: |
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if nbins >= nbinsmin: |
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t = np.append(t, tm) |
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dt = np.append(dt, dtm) |
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nb = np.append(nb, nbins) |
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ti, tf = tf, tf + dt0 |
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else: |
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tf = tf + 0.1 * dt0 # try small increments |
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else: |
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ti, tf = tf, tf + dt0 |
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# force zero to appear in t ## |
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if force is None: |
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force = [0] |
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for tm in force: |
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dtm = dt0 / 2 |
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nbins = np.sum((((tm - dtm / 2) < (t2m - t1m)) & ((t2m - t1m) < (tm + dtm / 2)))) |
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while dtm <= dt0 * ndtmax: |
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if nbins >= nbinsmin: |
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t = np.append(t, tm) |
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dt = np.append(dt, dtm) |
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nb = np.append(nb, nbins) |
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break |
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else: |
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dtm = dtm + dt0 |
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idx = np.argsort(t) |
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t = t[idx] |
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dt = dt[idx] |
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nb = nb[idx] |
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return t, dt, nb |
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def gen_times_uniform(t1, t2, tmin=None, tmax=None, nbinsmin=121, n=200): |
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"""Returns an uniform t, dt time binning for use with adaptative binning methods. |
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The time interval on which the correlation is defined is split in |
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`n` bins. Bins with a number of point less than `nbinsmin` are discarded. |
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Parameters |
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---------- |
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t1 : :py:class:`np.ndarray` |
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Times of the first signal. |
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t2 : :py:class:`np.ndarray` |
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Times of the second signal. |
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tmin : :py:class:`~float` |
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Start of the time intervals (if not specified, start of the interval on which the correlation is define). |
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tmax : :py:class:`~float` |
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End of the time intervals (if not specified, end of the interval on which the correlation is define). |
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nbinsmin : :py:class:`~float` |
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Minimum of points falling on each bin. |
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n : :py:class:`~float` |
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Number of bins in which to split (needs not to be the number of bins returned). |
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Returns |
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------- |
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t : :class:`~numpy.ndarray` |
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Time binning on which to compute the correlation. |
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dt : :class:`~numpy.ndarray` |
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Size of the bins defined by `t` |
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nb : :class:`~numpy.ndarray` |
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Number of points falling on each bin defined by `t` and `dt`. |
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""" |
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if tmax is None: |
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tmax = +(np.max([t1.max(), t2.max()]) - np.min([t1.min(), t2.min()])) |
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if tmin is None: |
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tmin = -tmax |
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t = np.linspace(tmin, tmax, n) |
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dtm = (tmax - tmin) / n |
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dt = np.full(t.shape, dtm) |
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nb = np.empty(t.shape) |
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t1m, t2m = np.meshgrid(t1, t2) |
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for im, tm in enumerate(t): |
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nb[im] = np.sum((((tm - dtm / 2) < (t2m - t1m)) & ((t2m - t1m) < (tm + dtm / 2)))) |
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idx = nb < nbinsmin |
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t = np.delete(t, idx) |
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dt = np.delete(dt, idx) |
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nb = np.delete(nb, idx) |
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return t, dt, nb |
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def gen_times_canopy(t1, t2, dtmin=0.01, dtmax=0.5, nbinsmin=500, nf=0.5): |
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"""Returns a non-uniform t, dt time binning for use with adaptative binning methods. |
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This cumbersome algorithm does more or less the following: |
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1) Divides the time interval on which the correlation is defined in |
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the maximum number of points (minimum bin size defined by `dtmin`). |
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2) Checks the number of point falling on each bin. |
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3) If there are several consecutive intervals with a number of points |
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over `nbinsmin`, it groups them (reducing the number of points |
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exponentially as defined by `nf`, if the number of intervals in the |
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group is high, or one by one if it is low.) |
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4) Repeat until APPROXIMATELY we have reached intervals of size `dtmax`. |
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332
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How the exact implementation works, I forgot! But the results are more |
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or less nice... |
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Parameters |
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---------- |
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t1 : :py:class:`np.ndarray` |
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Times of the first signal. |
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t2 : :py:class:`np.ndarray` |
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Times of the second signal. |
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dtmin : :py:class:`~float` |
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Start of the time intervals (if not specified, start of the |
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interval on which the correlation is define). |
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dtmax : :py:class:`~float` |
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End of the time intervals (if not specified, end of the interval |
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on which the correlation is define). |
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nbinsmin : :py:class:`~float` |
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Minimum of points falling on each bin. |
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nf : :py:class:`~float` |
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How fast are the intervals divided. |
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Returns |
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------- |
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t : :class:`~numpy.ndarray` |
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Time binning on which to compute the correlation. |
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dt : :class:`~numpy.ndarray` |
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Size of the bins defined by `t` |
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nb : :class:`~numpy.ndarray` |
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Number of points falling on each bin defined by `t` and `dt`. |
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""" |
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362
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t1m, t2m = np.meshgrid(t1, t2) |
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364
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def _comp_nb(t, dt): |
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365
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nb = np.empty(len(t)) |
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366
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for i in range(len(t)): |
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367
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nb[i] = np.sum((((t[i] - dt[i] / 2) < (t2m - t1m)) & ((t2m - t1m) < (t[i] + dt[i] / 2)))) |
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368
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return nb |
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370
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tmax = +(np.max([t1.max(), t2.max()]) - np.min([t1.min(), t2.min()])) |
371
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tmin = -tmax |
372
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373
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t = np.linspace(tmin, tmax, int((tmax - tmin) / dtmin)) |
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374
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dt = np.full(t.size, np.ptp(t) / t.size) |
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375
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nb = _comp_nb(t, dt) |
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376
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377
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k = 0 |
378
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while k < int(np.log(dtmax / dtmin) / np.log(1 / nf)): |
379
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k = k + 1 |
380
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381
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idx = nb < nbinsmin |
382
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383
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ts, dts, nbs = t, dt, nb |
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384
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385
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t, dt = np.copy(ts), np.copy(dts) |
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386
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387
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n_grp = 0 |
388
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grps = (np.where(np.diff(np.concatenate(([False], idx, [False]), dtype=int)) != 0)[0]).reshape(-1, 2) |
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|
389
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for i_grp, grp in enumerate(grps): |
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390
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if grp[0] > 0: |
391
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ar = grp[0] |
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|
392
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a = t[grp[0] - 1] |
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|
393
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else: |
394
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ar = grp[0] |
|
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|
395
|
|
|
a = t[grp[0]] |
|
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|
396
|
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|
397
|
|
|
if grp[1] < t.size - 1: |
398
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br = grp[1] - 1 |
|
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|
399
|
|
|
b = t[grp[1]] |
|
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|
400
|
|
|
else: |
401
|
|
|
br = grp[1] - 1 |
|
|
|
|
402
|
|
|
b = t[grp[1] - 1] |
|
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|
403
|
|
|
|
404
|
|
|
if (br - ar) < 8: |
405
|
|
|
if br - ar >= 1: |
406
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|
|
n = br - ar + 1 |
|
|
|
|
407
|
|
|
else: |
408
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|
|
n = br - ar + 2 |
|
|
|
|
409
|
|
|
|
410
|
|
|
tins = np.linspace(a, b, n, endpoint=False)[1:] |
411
|
|
|
|
412
|
|
|
ts = np.delete(ts, np.arange(ar, br + 1) - n_grp) |
|
|
|
|
413
|
|
|
dts = np.delete(dts, np.arange(ar, br + 1) - n_grp) |
414
|
|
|
|
415
|
|
|
ts = np.insert(ts, grp[0] - n_grp, tins) |
|
|
|
|
416
|
|
|
dts = np.insert(dts, grp[0] - n_grp, np.full(n - 1, (b - a) / (n - 1))) |
417
|
|
|
|
418
|
|
|
if br - ar >= 1: |
419
|
|
|
n_grp = n_grp + 1 |
420
|
|
|
else: |
421
|
|
|
pass |
422
|
|
|
else: |
423
|
|
|
n = int(nf * (br - ar + 1)) |
|
|
|
|
424
|
|
|
|
425
|
|
|
tins = np.linspace(a, b, n, endpoint=False)[1:] |
426
|
|
|
|
427
|
|
|
ts = np.delete(ts, np.arange(ar, br + 1) - n_grp) |
|
|
|
|
428
|
|
|
dts = np.delete(dts, np.arange(ar, br + 1) - n_grp) |
429
|
|
|
|
430
|
|
|
ts = np.insert(ts, grp[0] - n_grp, tins) |
|
|
|
|
431
|
|
|
dts = np.insert(dts, grp[0] - n_grp, np.full(n - 1, (b - a) / (n - 1))) |
432
|
|
|
|
433
|
|
|
if br - ar >= 1: |
434
|
|
|
n_grp = n_grp + (grp[1] - grp[0] - n) + 1 |
435
|
|
|
else: |
436
|
|
|
pass |
437
|
|
|
|
438
|
|
|
t = ts |
|
|
|
|
439
|
|
|
dt = dts |
|
|
|
|
440
|
|
|
nb = _comp_nb(t, dt) |
|
|
|
|
441
|
|
|
|
442
|
|
|
idx = nb < nbinsmin |
443
|
|
|
|
444
|
|
|
t = np.delete(t, idx) |
|
|
|
|
445
|
|
|
dt = np.delete(dt, idx) |
|
|
|
|
446
|
|
|
nb = np.delete(nb, idx) |
|
|
|
|
447
|
|
|
|
448
|
|
|
return t, dt, nb |
449
|
|
|
|