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feat: the correlation for two observables with different idls is now based on

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the intersection of two instead of the union. Tests added.
This commit is contained in:
Fabian Joswig 2022-04-08 11:44:01 +01:00
parent 934d091249
commit eacc9b19a3
2 changed files with 36 additions and 9 deletions
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26
tests/obs_test.py
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@ -749,6 +749,32 @@ def test_covariance_idl():
pe.covariance([obs1, obs2])
def test_correlation_intersection_of_idls():
range1 = range(1, 2000, 2)
range2 = range(2, 2001, 2)
obs1 = pe.Obs([np.random.normal(1.0, 0.1, len(range1))], ["ens"], idl=[range1])
obs2_a = 0.4 * pe.Obs([np.random.normal(1.0, 0.1, len(range1))], ["ens"], idl=[range1]) + 0.6 * obs1
obs1.gamma_method()
obs2_a.gamma_method()
cov1 = pe.covariance([obs1, obs2_a])
corr1 = pe.covariance([obs1, obs2_a], correlation=True)
obs2_b = obs2_a + pe.Obs([np.random.normal(1.0, 0.1, len(range2))], ["ens"], idl=[range2])
obs2_b.gamma_method()
cov2 = pe.covariance([obs1, obs2_b])
corr2 = pe.covariance([obs1, obs2_b], correlation=True)
assert np.isclose(corr1[0, 1], corr2[0, 1], atol=1e-14)
assert cov1[0, 1] > cov2[0, 1]
obs2_c = pe.Obs([np.random.normal(1.0, 0.1, len(range2))], ["ens"], idl=[range2])
obs2_c.gamma_method()
assert np.isclose(0, pe.covariance([obs1, obs2_c])[0, 1], atol=1e-14)
def test_empty_obs():
o = pe.Obs([np.random.rand(100)], ['test'])
q = o + pe.Obs([], [], means=[])