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Rename TimeGrangerCausality to GrangerCausality #282

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Jan 16, 2020
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Rename TimeGrangerCausality to GrangerCausality #282

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2 changes: 1 addition & 1 deletion doc/source/reconstruction.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -22,6 +22,7 @@ the same general usage as above.
netrd.reconstruction.CorrelationMatrix
netrd.reconstruction.CorrelationSpanningTree
netrd.reconstruction.FreeEnergyMinimization
netrd.reconstruction.GrangerCausality
netrd.reconstruction.GraphicalLasso
netrd.reconstruction.MarchenkoPastur
netrd.reconstruction.MaximumLikelihoodEstimation
Expand All @@ -34,7 +35,6 @@ the same general usage as above.
netrd.reconstruction.PartialCorrelationMatrix
netrd.reconstruction.RandomReconstructor
netrd.reconstruction.ThoulessAndersonPalmer
netrd.reconstruction.TimeGrangerCausality


Reference
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4 changes: 2 additions & 2 deletions netrd/reconstruction/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@
from .graphical_lasso import GraphicalLasso
from .marchenko_pastur import MarchenkoPastur
from .naive_transfer_entropy import NaiveTransferEntropy
from .time_granger_causality import TimeGrangerCausality
from .granger_causality import GrangerCausality
from .optimal_causation_entropy import OptimalCausationEntropy
from .correlation_spanning_tree import CorrelationSpanningTree

Expand All @@ -32,7 +32,7 @@
'GraphicalLasso',
'MarchenkoPastur',
'NaiveTransferEntropy',
'TimeGrangerCausality',
'GrangerCausality',
'OptimalCausationEntropy',
'CorrelationSpanningTree',
]
8 changes: 4 additions & 4 deletions .../reconstruction/time_granger_causality.py → netrd/reconstruction/granger_causality.py
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@@ -1,5 +1,5 @@
"""
time_granger_causality.py
granger_causality.py
--------------

Graph reconstruction algorithm based on [1].
Expand All @@ -21,7 +21,7 @@
from ..utilities import create_graph, threshold


class TimeGrangerCausality(BaseReconstructor):
class GrangerCausality(BaseReconstructor):
"""Uses the Granger causality between nodes."""

def fit(self, TS, lag=1, threshold_type="range", **kwargs):
Expand Down Expand Up @@ -65,10 +65,10 @@ def fit(self, TS, lag=1, threshold_type="range", **kwargs):
W = np.zeros([n, n])

for i in range(n):
xi, yi = TimeGrangerCausality.split_data(TS[i, :], lag)
xi, yi = GrangerCausality.split_data(TS[i, :], lag)

for j in range(n):
xj, yj = TimeGrangerCausality.split_data(TS[j, :], lag)
xj, yj = GrangerCausality.split_data(TS[j, :], lag)
xij = np.concatenate([xi, xj], axis=-1)
reg1 = LinearRegression().fit(xi, yi)
reg2 = LinearRegression().fit(xij, yi)
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