peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/signal
/tests
/test_spectral.py
import sys | |
import numpy as np | |
from numpy.testing import (assert_, assert_approx_equal, | |
assert_allclose, assert_array_equal, assert_equal, | |
assert_array_almost_equal_nulp, suppress_warnings) | |
import pytest | |
from pytest import raises as assert_raises | |
from scipy import signal | |
from scipy.fft import fftfreq, rfftfreq, fft, irfft | |
from scipy.integrate import trapezoid | |
from scipy.signal import (periodogram, welch, lombscargle, coherence, | |
spectrogram, check_COLA, check_NOLA) | |
from scipy.signal.windows import hann | |
from scipy.signal._spectral_py import _spectral_helper | |
# Compare ShortTimeFFT.stft() / ShortTimeFFT.istft() with stft() / istft(): | |
from scipy.signal.tests._scipy_spectral_test_shim import stft_compare as stft | |
from scipy.signal.tests._scipy_spectral_test_shim import istft_compare as istft | |
from scipy.signal.tests._scipy_spectral_test_shim import csd_compare as csd | |
class TestPeriodogram: | |
def test_real_onesided_even(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
q = np.ones(9) | |
q[0] = 0 | |
q[-1] /= 2.0 | |
q /= 8 | |
assert_allclose(p, q) | |
def test_real_onesided_odd(self): | |
x = np.zeros(15) | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.arange(8.0)/15.0) | |
q = np.ones(8) | |
q[0] = 0 | |
q *= 2.0/15.0 | |
assert_allclose(p, q, atol=1e-15) | |
def test_real_twosided(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x, return_onesided=False) | |
assert_allclose(f, fftfreq(16, 1.0)) | |
q = np.full(16, 1/16.0) | |
q[0] = 0 | |
assert_allclose(p, q) | |
def test_real_spectrum(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x, scaling='spectrum') | |
g, q = periodogram(x, scaling='density') | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
assert_allclose(p, q/16.0) | |
def test_integer_even(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
q = np.ones(9) | |
q[0] = 0 | |
q[-1] /= 2.0 | |
q /= 8 | |
assert_allclose(p, q) | |
def test_integer_odd(self): | |
x = np.zeros(15, dtype=int) | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.arange(8.0)/15.0) | |
q = np.ones(8) | |
q[0] = 0 | |
q *= 2.0/15.0 | |
assert_allclose(p, q, atol=1e-15) | |
def test_integer_twosided(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
f, p = periodogram(x, return_onesided=False) | |
assert_allclose(f, fftfreq(16, 1.0)) | |
q = np.full(16, 1/16.0) | |
q[0] = 0 | |
assert_allclose(p, q) | |
def test_complex(self): | |
x = np.zeros(16, np.complex128) | |
x[0] = 1.0 + 2.0j | |
f, p = periodogram(x, return_onesided=False) | |
assert_allclose(f, fftfreq(16, 1.0)) | |
q = np.full(16, 5.0/16.0) | |
q[0] = 0 | |
assert_allclose(p, q) | |
def test_unk_scaling(self): | |
assert_raises(ValueError, periodogram, np.zeros(4, np.complex128), | |
scaling='foo') | |
def test_nd_axis_m1(self): | |
x = np.zeros(20, dtype=np.float64) | |
x = x.reshape((2,1,10)) | |
x[:,:,0] = 1.0 | |
f, p = periodogram(x) | |
assert_array_equal(p.shape, (2, 1, 6)) | |
assert_array_almost_equal_nulp(p[0,0,:], p[1,0,:], 60) | |
f0, p0 = periodogram(x[0,0,:]) | |
assert_array_almost_equal_nulp(p0[np.newaxis,:], p[1,:], 60) | |
def test_nd_axis_0(self): | |
x = np.zeros(20, dtype=np.float64) | |
x = x.reshape((10,2,1)) | |
x[0,:,:] = 1.0 | |
f, p = periodogram(x, axis=0) | |
assert_array_equal(p.shape, (6,2,1)) | |
assert_array_almost_equal_nulp(p[:,0,0], p[:,1,0], 60) | |
f0, p0 = periodogram(x[:,0,0]) | |
assert_array_almost_equal_nulp(p0, p[:,1,0]) | |
def test_window_external(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x, 10, 'hann') | |
win = signal.get_window('hann', 16) | |
fe, pe = periodogram(x, 10, win) | |
assert_array_almost_equal_nulp(p, pe) | |
assert_array_almost_equal_nulp(f, fe) | |
win_err = signal.get_window('hann', 32) | |
assert_raises(ValueError, periodogram, x, | |
10, win_err) # win longer than signal | |
def test_padded_fft(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x) | |
fp, pp = periodogram(x, nfft=32) | |
assert_allclose(f, fp[::2]) | |
assert_allclose(p, pp[::2]) | |
assert_array_equal(pp.shape, (17,)) | |
def test_empty_input(self): | |
f, p = periodogram([]) | |
assert_array_equal(f.shape, (0,)) | |
assert_array_equal(p.shape, (0,)) | |
for shape in [(0,), (3,0), (0,5,2)]: | |
f, p = periodogram(np.empty(shape)) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
def test_empty_input_other_axis(self): | |
for shape in [(3,0), (0,5,2)]: | |
f, p = periodogram(np.empty(shape), axis=1) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
def test_short_nfft(self): | |
x = np.zeros(18) | |
x[0] = 1 | |
f, p = periodogram(x, nfft=16) | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
q = np.ones(9) | |
q[0] = 0 | |
q[-1] /= 2.0 | |
q /= 8 | |
assert_allclose(p, q) | |
def test_nfft_is_xshape(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
f, p = periodogram(x, nfft=16) | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
q = np.ones(9) | |
q[0] = 0 | |
q[-1] /= 2.0 | |
q /= 8 | |
assert_allclose(p, q) | |
def test_real_onesided_even_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.linspace(0, 0.5, 9)) | |
q = np.ones(9, 'f') | |
q[0] = 0 | |
q[-1] /= 2.0 | |
q /= 8 | |
assert_allclose(p, q) | |
assert_(p.dtype == q.dtype) | |
def test_real_onesided_odd_32(self): | |
x = np.zeros(15, 'f') | |
x[0] = 1 | |
f, p = periodogram(x) | |
assert_allclose(f, np.arange(8.0)/15.0) | |
q = np.ones(8, 'f') | |
q[0] = 0 | |
q *= 2.0/15.0 | |
assert_allclose(p, q, atol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_real_twosided_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
f, p = periodogram(x, return_onesided=False) | |
assert_allclose(f, fftfreq(16, 1.0)) | |
q = np.full(16, 1/16.0, 'f') | |
q[0] = 0 | |
assert_allclose(p, q) | |
assert_(p.dtype == q.dtype) | |
def test_complex_32(self): | |
x = np.zeros(16, 'F') | |
x[0] = 1.0 + 2.0j | |
f, p = periodogram(x, return_onesided=False) | |
assert_allclose(f, fftfreq(16, 1.0)) | |
q = np.full(16, 5.0/16.0, 'f') | |
q[0] = 0 | |
assert_allclose(p, q) | |
assert_(p.dtype == q.dtype) | |
def test_shorter_window_error(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
win = signal.get_window('hann', 10) | |
expected_msg = ('the size of the window must be the same size ' | |
'of the input on the specified axis') | |
with assert_raises(ValueError, match=expected_msg): | |
periodogram(x, window=win) | |
class TestWelch: | |
def test_real_onesided_even(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_onesided_odd(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477455, 0.23430933, 0.17072113, 0.17072113, | |
0.17072113]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_twosided(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.07638889]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_spectrum(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8, scaling='spectrum') | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.015625, 0.02864583, 0.04166667, 0.04166667, | |
0.02083333]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_onesided_even(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_onesided_odd(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477455, 0.23430933, 0.17072113, 0.17072113, | |
0.17072113]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_twosided(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.07638889]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_complex(self): | |
x = np.zeros(16, np.complex128) | |
x[0] = 1.0 + 2.0j | |
x[8] = 1.0 + 2.0j | |
f, p = welch(x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.41666667, 0.38194444, 0.55555556, 0.55555556, | |
0.55555556, 0.55555556, 0.55555556, 0.38194444]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_unk_scaling(self): | |
assert_raises(ValueError, welch, np.zeros(4, np.complex128), | |
scaling='foo', nperseg=4) | |
def test_detrend_linear(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f, p = welch(x, nperseg=10, detrend='linear') | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_no_detrending(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f1, p1 = welch(x, nperseg=10, detrend=False) | |
f2, p2 = welch(x, nperseg=10, detrend=lambda x: x) | |
assert_allclose(f1, f2, atol=1e-15) | |
assert_allclose(p1, p2, atol=1e-15) | |
def test_detrend_external(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f, p = welch(x, nperseg=10, | |
detrend=lambda seg: signal.detrend(seg, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_detrend_external_nd_m1(self): | |
x = np.arange(40, dtype=np.float64) + 0.04 | |
x = x.reshape((2,2,10)) | |
f, p = welch(x, nperseg=10, | |
detrend=lambda seg: signal.detrend(seg, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_detrend_external_nd_0(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((2,1,10)) | |
x = np.moveaxis(x, 2, 0) | |
f, p = welch(x, nperseg=10, axis=0, | |
detrend=lambda seg: signal.detrend(seg, axis=0, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_nd_axis_m1(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((2,1,10)) | |
f, p = welch(x, nperseg=10) | |
assert_array_equal(p.shape, (2, 1, 6)) | |
assert_allclose(p[0,0,:], p[1,0,:], atol=1e-13, rtol=1e-13) | |
f0, p0 = welch(x[0,0,:], nperseg=10) | |
assert_allclose(p0[np.newaxis,:], p[1,:], atol=1e-13, rtol=1e-13) | |
def test_nd_axis_0(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((10,2,1)) | |
f, p = welch(x, nperseg=10, axis=0) | |
assert_array_equal(p.shape, (6,2,1)) | |
assert_allclose(p[:,0,0], p[:,1,0], atol=1e-13, rtol=1e-13) | |
f0, p0 = welch(x[:,0,0], nperseg=10) | |
assert_allclose(p0, p[:,1,0], atol=1e-13, rtol=1e-13) | |
def test_window_external(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, 10, 'hann', nperseg=8) | |
win = signal.get_window('hann', 8) | |
fe, pe = welch(x, 10, win, nperseg=None) | |
assert_array_almost_equal_nulp(p, pe) | |
assert_array_almost_equal_nulp(f, fe) | |
assert_array_equal(fe.shape, (5,)) # because win length used as nperseg | |
assert_array_equal(pe.shape, (5,)) | |
assert_raises(ValueError, welch, x, | |
10, win, nperseg=4) # because nperseg != win.shape[-1] | |
win_err = signal.get_window('hann', 32) | |
assert_raises(ValueError, welch, x, | |
10, win_err, nperseg=None) # win longer than signal | |
def test_empty_input(self): | |
f, p = welch([]) | |
assert_array_equal(f.shape, (0,)) | |
assert_array_equal(p.shape, (0,)) | |
for shape in [(0,), (3,0), (0,5,2)]: | |
f, p = welch(np.empty(shape)) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
def test_empty_input_other_axis(self): | |
for shape in [(3,0), (0,5,2)]: | |
f, p = welch(np.empty(shape), axis=1) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
def test_short_data(self): | |
x = np.zeros(8) | |
x[0] = 1 | |
#for string-like window, input signal length < nperseg value gives | |
#UserWarning, sets nperseg to x.shape[-1] | |
with suppress_warnings() as sup: | |
msg = "nperseg = 256 is greater than input length = 8, using nperseg = 8" | |
sup.filter(UserWarning, msg) | |
f, p = welch(x,window='hann') # default nperseg | |
f1, p1 = welch(x,window='hann', nperseg=256) # user-specified nperseg | |
f2, p2 = welch(x, nperseg=8) # valid nperseg, doesn't give warning | |
assert_allclose(f, f2) | |
assert_allclose(p, p2) | |
assert_allclose(f1, f2) | |
assert_allclose(p1, p2) | |
def test_window_long_or_nd(self): | |
assert_raises(ValueError, welch, np.zeros(4), 1, np.array([1,1,1,1,1])) | |
assert_raises(ValueError, welch, np.zeros(4), 1, | |
np.arange(6).reshape((2,3))) | |
def test_nondefault_noverlap(self): | |
x = np.zeros(64) | |
x[::8] = 1 | |
f, p = welch(x, nperseg=16, noverlap=4) | |
q = np.array([0, 1./12., 1./3., 1./5., 1./3., 1./5., 1./3., 1./5., | |
1./6.]) | |
assert_allclose(p, q, atol=1e-12) | |
def test_bad_noverlap(self): | |
assert_raises(ValueError, welch, np.zeros(4), 1, 'hann', 2, 7) | |
def test_nfft_too_short(self): | |
assert_raises(ValueError, welch, np.ones(12), nfft=3, nperseg=4) | |
def test_real_onesided_even_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_real_onesided_odd_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477458, 0.23430935, 0.17072113, 0.17072116, | |
0.17072113], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_real_twosided_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.11111111, | |
0.07638889], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_complex_32(self): | |
x = np.zeros(16, 'F') | |
x[0] = 1.0 + 2.0j | |
x[8] = 1.0 + 2.0j | |
f, p = welch(x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.41666666, 0.38194442, 0.55555552, 0.55555552, | |
0.55555558, 0.55555552, 0.55555552, 0.38194442], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype, | |
f'dtype mismatch, {p.dtype}, {q.dtype}') | |
def test_padded_freqs(self): | |
x = np.zeros(12) | |
nfft = 24 | |
f = fftfreq(nfft, 1.0)[:nfft//2+1] | |
f[-1] *= -1 | |
fodd, _ = welch(x, nperseg=5, nfft=nfft) | |
feven, _ = welch(x, nperseg=6, nfft=nfft) | |
assert_allclose(f, fodd) | |
assert_allclose(f, feven) | |
nfft = 25 | |
f = fftfreq(nfft, 1.0)[:(nfft + 1)//2] | |
fodd, _ = welch(x, nperseg=5, nfft=nfft) | |
feven, _ = welch(x, nperseg=6, nfft=nfft) | |
assert_allclose(f, fodd) | |
assert_allclose(f, feven) | |
def test_window_correction(self): | |
A = 20 | |
fs = 1e4 | |
nperseg = int(fs//10) | |
fsig = 300 | |
ii = int(fsig*nperseg//fs) # Freq index of fsig | |
tt = np.arange(fs)/fs | |
x = A*np.sin(2*np.pi*fsig*tt) | |
for window in ['hann', 'bartlett', ('tukey', 0.1), 'flattop']: | |
_, p_spec = welch(x, fs=fs, nperseg=nperseg, window=window, | |
scaling='spectrum') | |
freq, p_dens = welch(x, fs=fs, nperseg=nperseg, window=window, | |
scaling='density') | |
# Check peak height at signal frequency for 'spectrum' | |
assert_allclose(p_spec[ii], A**2/2.0) | |
# Check integrated spectrum RMS for 'density' | |
assert_allclose(np.sqrt(trapezoid(p_dens, freq)), A*np.sqrt(2)/2, | |
rtol=1e-3) | |
def test_axis_rolling(self): | |
np.random.seed(1234) | |
x_flat = np.random.randn(1024) | |
_, p_flat = welch(x_flat) | |
for a in range(3): | |
newshape = [1,]*3 | |
newshape[a] = -1 | |
x = x_flat.reshape(newshape) | |
_, p_plus = welch(x, axis=a) # Positive axis index | |
_, p_minus = welch(x, axis=a-x.ndim) # Negative axis index | |
assert_equal(p_flat, p_plus.squeeze(), err_msg=a) | |
assert_equal(p_flat, p_minus.squeeze(), err_msg=a-x.ndim) | |
def test_average(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = welch(x, nperseg=8, average='median') | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([.1, .05, 0., 1.54074396e-33, 0.]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_raises(ValueError, welch, x, nperseg=8, | |
average='unrecognised-average') | |
class TestCSD: | |
def test_pad_shorter_x(self): | |
x = np.zeros(8) | |
y = np.zeros(12) | |
f = np.linspace(0, 0.5, 7) | |
c = np.zeros(7,dtype=np.complex128) | |
f1, c1 = csd(x, y, nperseg=12) | |
assert_allclose(f, f1) | |
assert_allclose(c, c1) | |
def test_pad_shorter_y(self): | |
x = np.zeros(12) | |
y = np.zeros(8) | |
f = np.linspace(0, 0.5, 7) | |
c = np.zeros(7,dtype=np.complex128) | |
f1, c1 = csd(x, y, nperseg=12) | |
assert_allclose(f, f1) | |
assert_allclose(c, c1) | |
def test_real_onesided_even(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_onesided_odd(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477455, 0.23430933, 0.17072113, 0.17072113, | |
0.17072113]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_twosided(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.07638889]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_real_spectrum(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8, scaling='spectrum') | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.015625, 0.02864583, 0.04166667, 0.04166667, | |
0.02083333]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_onesided_even(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_onesided_odd(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477455, 0.23430933, 0.17072113, 0.17072113, | |
0.17072113]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_integer_twosided(self): | |
x = np.zeros(16, dtype=int) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.07638889]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_complex(self): | |
x = np.zeros(16, np.complex128) | |
x[0] = 1.0 + 2.0j | |
x[8] = 1.0 + 2.0j | |
f, p = csd(x, x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.41666667, 0.38194444, 0.55555556, 0.55555556, | |
0.55555556, 0.55555556, 0.55555556, 0.38194444]) | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
def test_unk_scaling(self): | |
assert_raises(ValueError, csd, np.zeros(4, np.complex128), | |
np.ones(4, np.complex128), scaling='foo', nperseg=4) | |
def test_detrend_linear(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f, p = csd(x, x, nperseg=10, detrend='linear') | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_no_detrending(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f1, p1 = csd(x, x, nperseg=10, detrend=False) | |
f2, p2 = csd(x, x, nperseg=10, detrend=lambda x: x) | |
assert_allclose(f1, f2, atol=1e-15) | |
assert_allclose(p1, p2, atol=1e-15) | |
def test_detrend_external(self): | |
x = np.arange(10, dtype=np.float64) + 0.04 | |
f, p = csd(x, x, nperseg=10, | |
detrend=lambda seg: signal.detrend(seg, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_detrend_external_nd_m1(self): | |
x = np.arange(40, dtype=np.float64) + 0.04 | |
x = x.reshape((2,2,10)) | |
f, p = csd(x, x, nperseg=10, | |
detrend=lambda seg: signal.detrend(seg, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_detrend_external_nd_0(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((2,1,10)) | |
x = np.moveaxis(x, 2, 0) | |
f, p = csd(x, x, nperseg=10, axis=0, | |
detrend=lambda seg: signal.detrend(seg, axis=0, type='l')) | |
assert_allclose(p, np.zeros_like(p), atol=1e-15) | |
def test_nd_axis_m1(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((2,1,10)) | |
f, p = csd(x, x, nperseg=10) | |
assert_array_equal(p.shape, (2, 1, 6)) | |
assert_allclose(p[0,0,:], p[1,0,:], atol=1e-13, rtol=1e-13) | |
f0, p0 = csd(x[0,0,:], x[0,0,:], nperseg=10) | |
assert_allclose(p0[np.newaxis,:], p[1,:], atol=1e-13, rtol=1e-13) | |
def test_nd_axis_0(self): | |
x = np.arange(20, dtype=np.float64) + 0.04 | |
x = x.reshape((10,2,1)) | |
f, p = csd(x, x, nperseg=10, axis=0) | |
assert_array_equal(p.shape, (6,2,1)) | |
assert_allclose(p[:,0,0], p[:,1,0], atol=1e-13, rtol=1e-13) | |
f0, p0 = csd(x[:,0,0], x[:,0,0], nperseg=10) | |
assert_allclose(p0, p[:,1,0], atol=1e-13, rtol=1e-13) | |
def test_window_external(self): | |
x = np.zeros(16) | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, 10, 'hann', 8) | |
win = signal.get_window('hann', 8) | |
fe, pe = csd(x, x, 10, win, nperseg=None) | |
assert_array_almost_equal_nulp(p, pe) | |
assert_array_almost_equal_nulp(f, fe) | |
assert_array_equal(fe.shape, (5,)) # because win length used as nperseg | |
assert_array_equal(pe.shape, (5,)) | |
assert_raises(ValueError, csd, x, x, | |
10, win, nperseg=256) # because nperseg != win.shape[-1] | |
win_err = signal.get_window('hann', 32) | |
assert_raises(ValueError, csd, x, x, | |
10, win_err, nperseg=None) # because win longer than signal | |
def test_empty_input(self): | |
f, p = csd([],np.zeros(10)) | |
assert_array_equal(f.shape, (0,)) | |
assert_array_equal(p.shape, (0,)) | |
f, p = csd(np.zeros(10),[]) | |
assert_array_equal(f.shape, (0,)) | |
assert_array_equal(p.shape, (0,)) | |
for shape in [(0,), (3,0), (0,5,2)]: | |
f, p = csd(np.empty(shape), np.empty(shape)) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
f, p = csd(np.ones(10), np.empty((5,0))) | |
assert_array_equal(f.shape, (5,0)) | |
assert_array_equal(p.shape, (5,0)) | |
f, p = csd(np.empty((5,0)), np.ones(10)) | |
assert_array_equal(f.shape, (5,0)) | |
assert_array_equal(p.shape, (5,0)) | |
def test_empty_input_other_axis(self): | |
for shape in [(3,0), (0,5,2)]: | |
f, p = csd(np.empty(shape), np.empty(shape), axis=1) | |
assert_array_equal(f.shape, shape) | |
assert_array_equal(p.shape, shape) | |
f, p = csd(np.empty((10,10,3)), np.zeros((10,0,1)), axis=1) | |
assert_array_equal(f.shape, (10,0,3)) | |
assert_array_equal(p.shape, (10,0,3)) | |
f, p = csd(np.empty((10,0,1)), np.zeros((10,10,3)), axis=1) | |
assert_array_equal(f.shape, (10,0,3)) | |
assert_array_equal(p.shape, (10,0,3)) | |
def test_short_data(self): | |
x = np.zeros(8) | |
x[0] = 1 | |
#for string-like window, input signal length < nperseg value gives | |
#UserWarning, sets nperseg to x.shape[-1] | |
with suppress_warnings() as sup: | |
msg = "nperseg = 256 is greater than input length = 8, using nperseg = 8" | |
sup.filter(UserWarning, msg) | |
f, p = csd(x, x, window='hann') # default nperseg | |
f1, p1 = csd(x, x, window='hann', nperseg=256) # user-specified nperseg | |
f2, p2 = csd(x, x, nperseg=8) # valid nperseg, doesn't give warning | |
assert_allclose(f, f2) | |
assert_allclose(p, p2) | |
assert_allclose(f1, f2) | |
assert_allclose(p1, p2) | |
def test_window_long_or_nd(self): | |
assert_raises(ValueError, csd, np.zeros(4), np.ones(4), 1, | |
np.array([1,1,1,1,1])) | |
assert_raises(ValueError, csd, np.zeros(4), np.ones(4), 1, | |
np.arange(6).reshape((2,3))) | |
def test_nondefault_noverlap(self): | |
x = np.zeros(64) | |
x[::8] = 1 | |
f, p = csd(x, x, nperseg=16, noverlap=4) | |
q = np.array([0, 1./12., 1./3., 1./5., 1./3., 1./5., 1./3., 1./5., | |
1./6.]) | |
assert_allclose(p, q, atol=1e-12) | |
def test_bad_noverlap(self): | |
assert_raises(ValueError, csd, np.zeros(4), np.ones(4), 1, 'hann', | |
2, 7) | |
def test_nfft_too_short(self): | |
assert_raises(ValueError, csd, np.ones(12), np.zeros(12), nfft=3, | |
nperseg=4) | |
def test_real_onesided_even_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8) | |
assert_allclose(f, np.linspace(0, 0.5, 5)) | |
q = np.array([0.08333333, 0.15277778, 0.22222222, 0.22222222, | |
0.11111111], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_real_onesided_odd_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=9) | |
assert_allclose(f, np.arange(5.0)/9.0) | |
q = np.array([0.12477458, 0.23430935, 0.17072113, 0.17072116, | |
0.17072113], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_real_twosided_32(self): | |
x = np.zeros(16, 'f') | |
x[0] = 1 | |
x[8] = 1 | |
f, p = csd(x, x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.08333333, 0.07638889, 0.11111111, | |
0.11111111, 0.11111111, 0.11111111, 0.11111111, | |
0.07638889], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype) | |
def test_complex_32(self): | |
x = np.zeros(16, 'F') | |
x[0] = 1.0 + 2.0j | |
x[8] = 1.0 + 2.0j | |
f, p = csd(x, x, nperseg=8, return_onesided=False) | |
assert_allclose(f, fftfreq(8, 1.0)) | |
q = np.array([0.41666666, 0.38194442, 0.55555552, 0.55555552, | |
0.55555558, 0.55555552, 0.55555552, 0.38194442], 'f') | |
assert_allclose(p, q, atol=1e-7, rtol=1e-7) | |
assert_(p.dtype == q.dtype, | |
f'dtype mismatch, {p.dtype}, {q.dtype}') | |
def test_padded_freqs(self): | |
x = np.zeros(12) | |
y = np.ones(12) | |
nfft = 24 | |
f = fftfreq(nfft, 1.0)[:nfft//2+1] | |
f[-1] *= -1 | |
fodd, _ = csd(x, y, nperseg=5, nfft=nfft) | |
feven, _ = csd(x, y, nperseg=6, nfft=nfft) | |
assert_allclose(f, fodd) | |
assert_allclose(f, feven) | |
nfft = 25 | |
f = fftfreq(nfft, 1.0)[:(nfft + 1)//2] | |
fodd, _ = csd(x, y, nperseg=5, nfft=nfft) | |
feven, _ = csd(x, y, nperseg=6, nfft=nfft) | |
assert_allclose(f, fodd) | |
assert_allclose(f, feven) | |
def test_copied_data(self): | |
x = np.random.randn(64) | |
y = x.copy() | |
_, p_same = csd(x, x, nperseg=8, average='mean', | |
return_onesided=False) | |
_, p_copied = csd(x, y, nperseg=8, average='mean', | |
return_onesided=False) | |
assert_allclose(p_same, p_copied) | |
_, p_same = csd(x, x, nperseg=8, average='median', | |
return_onesided=False) | |
_, p_copied = csd(x, y, nperseg=8, average='median', | |
return_onesided=False) | |
assert_allclose(p_same, p_copied) | |
class TestCoherence: | |
def test_identical_input(self): | |
x = np.random.randn(20) | |
y = np.copy(x) # So `y is x` -> False | |
f = np.linspace(0, 0.5, 6) | |
C = np.ones(6) | |
f1, C1 = coherence(x, y, nperseg=10) | |
assert_allclose(f, f1) | |
assert_allclose(C, C1) | |
def test_phase_shifted_input(self): | |
x = np.random.randn(20) | |
y = -x | |
f = np.linspace(0, 0.5, 6) | |
C = np.ones(6) | |
f1, C1 = coherence(x, y, nperseg=10) | |
assert_allclose(f, f1) | |
assert_allclose(C, C1) | |
class TestSpectrogram: | |
def test_average_all_segments(self): | |
x = np.random.randn(1024) | |
fs = 1.0 | |
window = ('tukey', 0.25) | |
nperseg = 16 | |
noverlap = 2 | |
f, _, P = spectrogram(x, fs, window, nperseg, noverlap) | |
fw, Pw = welch(x, fs, window, nperseg, noverlap) | |
assert_allclose(f, fw) | |
assert_allclose(np.mean(P, axis=-1), Pw) | |
def test_window_external(self): | |
x = np.random.randn(1024) | |
fs = 1.0 | |
window = ('tukey', 0.25) | |
nperseg = 16 | |
noverlap = 2 | |
f, _, P = spectrogram(x, fs, window, nperseg, noverlap) | |
win = signal.get_window(('tukey', 0.25), 16) | |
fe, _, Pe = spectrogram(x, fs, win, nperseg=None, noverlap=2) | |
assert_array_equal(fe.shape, (9,)) # because win length used as nperseg | |
assert_array_equal(Pe.shape, (9,73)) | |
assert_raises(ValueError, spectrogram, x, | |
fs, win, nperseg=8) # because nperseg != win.shape[-1] | |
win_err = signal.get_window(('tukey', 0.25), 2048) | |
assert_raises(ValueError, spectrogram, x, | |
fs, win_err, nperseg=None) # win longer than signal | |
def test_short_data(self): | |
x = np.random.randn(1024) | |
fs = 1.0 | |
#for string-like window, input signal length < nperseg value gives | |
#UserWarning, sets nperseg to x.shape[-1] | |
f, _, p = spectrogram(x, fs, window=('tukey',0.25)) # default nperseg | |
with suppress_warnings() as sup: | |
sup.filter(UserWarning, | |
"nperseg = 1025 is greater than input length = 1024, " | |
"using nperseg = 1024",) | |
f1, _, p1 = spectrogram(x, fs, window=('tukey',0.25), | |
nperseg=1025) # user-specified nperseg | |
f2, _, p2 = spectrogram(x, fs, nperseg=256) # to compare w/default | |
f3, _, p3 = spectrogram(x, fs, nperseg=1024) # compare w/user-spec'd | |
assert_allclose(f, f2) | |
assert_allclose(p, p2) | |
assert_allclose(f1, f3) | |
assert_allclose(p1, p3) | |
class TestLombscargle: | |
def test_frequency(self): | |
"""Test if frequency location of peak corresponds to frequency of | |
generated input signal. | |
""" | |
# Input parameters | |
ampl = 2. | |
w = 1. | |
phi = 0.5 * np.pi | |
nin = 100 | |
nout = 1000 | |
p = 0.7 # Fraction of points to select | |
# Randomly select a fraction of an array with timesteps | |
np.random.seed(2353425) | |
r = np.random.rand(nin) | |
t = np.linspace(0.01*np.pi, 10.*np.pi, nin)[r >= p] | |
# Plot a sine wave for the selected times | |
x = ampl * np.sin(w*t + phi) | |
# Define the array of frequencies for which to compute the periodogram | |
f = np.linspace(0.01, 10., nout) | |
# Calculate Lomb-Scargle periodogram | |
P = lombscargle(t, x, f) | |
# Check if difference between found frequency maximum and input | |
# frequency is less than accuracy | |
delta = f[1] - f[0] | |
assert_(w - f[np.argmax(P)] < (delta/2.)) | |
def test_amplitude(self): | |
# Test if height of peak in normalized Lomb-Scargle periodogram | |
# corresponds to amplitude of the generated input signal. | |
# Input parameters | |
ampl = 2. | |
w = 1. | |
phi = 0.5 * np.pi | |
nin = 100 | |
nout = 1000 | |
p = 0.7 # Fraction of points to select | |
# Randomly select a fraction of an array with timesteps | |
np.random.seed(2353425) | |
r = np.random.rand(nin) | |
t = np.linspace(0.01*np.pi, 10.*np.pi, nin)[r >= p] | |
# Plot a sine wave for the selected times | |
x = ampl * np.sin(w*t + phi) | |
# Define the array of frequencies for which to compute the periodogram | |
f = np.linspace(0.01, 10., nout) | |
# Calculate Lomb-Scargle periodogram | |
pgram = lombscargle(t, x, f) | |
# Normalize | |
pgram = np.sqrt(4 * pgram / t.shape[0]) | |
# Check if difference between found frequency maximum and input | |
# frequency is less than accuracy | |
assert_approx_equal(np.max(pgram), ampl, significant=2) | |
def test_precenter(self): | |
# Test if precenter gives the same result as manually precentering. | |
# Input parameters | |
ampl = 2. | |
w = 1. | |
phi = 0.5 * np.pi | |
nin = 100 | |
nout = 1000 | |
p = 0.7 # Fraction of points to select | |
offset = 0.15 # Offset to be subtracted in pre-centering | |
# Randomly select a fraction of an array with timesteps | |
np.random.seed(2353425) | |
r = np.random.rand(nin) | |
t = np.linspace(0.01*np.pi, 10.*np.pi, nin)[r >= p] | |
# Plot a sine wave for the selected times | |
x = ampl * np.sin(w*t + phi) + offset | |
# Define the array of frequencies for which to compute the periodogram | |
f = np.linspace(0.01, 10., nout) | |
# Calculate Lomb-Scargle periodogram | |
pgram = lombscargle(t, x, f, precenter=True) | |
pgram2 = lombscargle(t, x - x.mean(), f, precenter=False) | |
# check if centering worked | |
assert_allclose(pgram, pgram2) | |
def test_normalize(self): | |
# Test normalize option of Lomb-Scarge. | |
# Input parameters | |
ampl = 2. | |
w = 1. | |
phi = 0.5 * np.pi | |
nin = 100 | |
nout = 1000 | |
p = 0.7 # Fraction of points to select | |
# Randomly select a fraction of an array with timesteps | |
np.random.seed(2353425) | |
r = np.random.rand(nin) | |
t = np.linspace(0.01*np.pi, 10.*np.pi, nin)[r >= p] | |
# Plot a sine wave for the selected times | |
x = ampl * np.sin(w*t + phi) | |
# Define the array of frequencies for which to compute the periodogram | |
f = np.linspace(0.01, 10., nout) | |
# Calculate Lomb-Scargle periodogram | |
pgram = lombscargle(t, x, f) | |
pgram2 = lombscargle(t, x, f, normalize=True) | |
# check if normalization works as expected | |
assert_allclose(pgram * 2 / np.dot(x, x), pgram2) | |
assert_approx_equal(np.max(pgram2), 1.0, significant=2) | |
def test_wrong_shape(self): | |
t = np.linspace(0, 1, 1) | |
x = np.linspace(0, 1, 2) | |
f = np.linspace(0, 1, 3) | |
assert_raises(ValueError, lombscargle, t, x, f) | |
def test_zero_division(self): | |
t = np.zeros(1) | |
x = np.zeros(1) | |
f = np.zeros(1) | |
assert_raises(ZeroDivisionError, lombscargle, t, x, f) | |
def test_lombscargle_atan_vs_atan2(self): | |
# https://github.com/scipy/scipy/issues/3787 | |
# This raised a ZeroDivisionError. | |
t = np.linspace(0, 10, 1000, endpoint=False) | |
x = np.sin(4*t) | |
f = np.linspace(0, 50, 500, endpoint=False) + 0.1 | |
lombscargle(t, x, f*2*np.pi) | |
class TestSTFT: | |
def test_input_validation(self): | |
def chk_VE(match): | |
"""Assert for a ValueError matching regexp `match`. | |
This little wrapper allows a more concise code layout. | |
""" | |
return pytest.raises(ValueError, match=match) | |
# Checks for check_COLA(): | |
with chk_VE('nperseg must be a positive integer'): | |
check_COLA('hann', -10, 0) | |
with chk_VE('noverlap must be less than nperseg.'): | |
check_COLA('hann', 10, 20) | |
with chk_VE('window must be 1-D'): | |
check_COLA(np.ones((2, 2)), 10, 0) | |
with chk_VE('window must have length of nperseg'): | |
check_COLA(np.ones(20), 10, 0) | |
# Checks for check_NOLA(): | |
with chk_VE('nperseg must be a positive integer'): | |
check_NOLA('hann', -10, 0) | |
with chk_VE('noverlap must be less than nperseg'): | |
check_NOLA('hann', 10, 20) | |
with chk_VE('window must be 1-D'): | |
check_NOLA(np.ones((2, 2)), 10, 0) | |
with chk_VE('window must have length of nperseg'): | |
check_NOLA(np.ones(20), 10, 0) | |
with chk_VE('noverlap must be a nonnegative integer'): | |
check_NOLA('hann', 64, -32) | |
x = np.zeros(1024) | |
z = stft(x)[2] | |
# Checks for stft(): | |
with chk_VE('window must be 1-D'): | |
stft(x, window=np.ones((2, 2))) | |
with chk_VE('value specified for nperseg is different ' + | |
'from length of window'): | |
stft(x, window=np.ones(10), nperseg=256) | |
with chk_VE('nperseg must be a positive integer'): | |
stft(x, nperseg=-256) | |
with chk_VE('noverlap must be less than nperseg.'): | |
stft(x, nperseg=256, noverlap=1024) | |
with chk_VE('nfft must be greater than or equal to nperseg.'): | |
stft(x, nperseg=256, nfft=8) | |
# Checks for istft(): | |
with chk_VE('Input stft must be at least 2d!'): | |
istft(x) | |
with chk_VE('window must be 1-D'): | |
istft(z, window=np.ones((2, 2))) | |
with chk_VE('window must have length of 256'): | |
istft(z, window=np.ones(10), nperseg=256) | |
with chk_VE('nperseg must be a positive integer'): | |
istft(z, nperseg=-256) | |
with chk_VE('noverlap must be less than nperseg.'): | |
istft(z, nperseg=256, noverlap=1024) | |
with chk_VE('nfft must be greater than or equal to nperseg.'): | |
istft(z, nperseg=256, nfft=8) | |
with pytest.warns(UserWarning, match="NOLA condition failed, " + | |
"STFT may not be invertible"): | |
istft(z, nperseg=256, noverlap=0, window='hann') | |
with chk_VE('Must specify differing time and frequency axes!'): | |
istft(z, time_axis=0, freq_axis=0) | |
# Checks for _spectral_helper(): | |
with chk_VE("Unknown value for mode foo, must be one of: " + | |
r"\{'psd', 'stft'\}"): | |
_spectral_helper(x, x, mode='foo') | |
with chk_VE("x and y must be equal if mode is 'stft'"): | |
_spectral_helper(x[:512], x[512:], mode='stft') | |
with chk_VE("Unknown boundary option 'foo', must be one of: " + | |
r"\['even', 'odd', 'constant', 'zeros', None\]"): | |
_spectral_helper(x, x, boundary='foo') | |
scaling = "not_valid" | |
with chk_VE(fr"Parameter {scaling=} not in \['spectrum', 'psd'\]!"): | |
stft(x, scaling=scaling) | |
with chk_VE(fr"Parameter {scaling=} not in \['spectrum', 'psd'\]!"): | |
istft(z, scaling=scaling) | |
def test_check_COLA(self): | |
settings = [ | |
('boxcar', 10, 0), | |
('boxcar', 10, 9), | |
('bartlett', 51, 26), | |
('hann', 256, 128), | |
('hann', 256, 192), | |
('blackman', 300, 200), | |
(('tukey', 0.5), 256, 64), | |
('hann', 256, 255), | |
] | |
for setting in settings: | |
msg = '{}, {}, {}'.format(*setting) | |
assert_equal(True, check_COLA(*setting), err_msg=msg) | |
def test_check_NOLA(self): | |
settings_pass = [ | |
('boxcar', 10, 0), | |
('boxcar', 10, 9), | |
('boxcar', 10, 7), | |
('bartlett', 51, 26), | |
('bartlett', 51, 10), | |
('hann', 256, 128), | |
('hann', 256, 192), | |
('hann', 256, 37), | |
('blackman', 300, 200), | |
('blackman', 300, 123), | |
(('tukey', 0.5), 256, 64), | |
(('tukey', 0.5), 256, 38), | |
('hann', 256, 255), | |
('hann', 256, 39), | |
] | |
for setting in settings_pass: | |
msg = '{}, {}, {}'.format(*setting) | |
assert_equal(True, check_NOLA(*setting), err_msg=msg) | |
w_fail = np.ones(16) | |
w_fail[::2] = 0 | |
settings_fail = [ | |
(w_fail, len(w_fail), len(w_fail) // 2), | |
('hann', 64, 0), | |
] | |
for setting in settings_fail: | |
msg = '{}, {}, {}'.format(*setting) | |
assert_equal(False, check_NOLA(*setting), err_msg=msg) | |
def test_average_all_segments(self): | |
np.random.seed(1234) | |
x = np.random.randn(1024) | |
fs = 1.0 | |
window = 'hann' | |
nperseg = 16 | |
noverlap = 8 | |
# Compare twosided, because onesided welch doubles non-DC terms to | |
# account for power at negative frequencies. stft doesn't do this, | |
# because it breaks invertibility. | |
f, _, Z = stft(x, fs, window, nperseg, noverlap, padded=False, | |
return_onesided=False, boundary=None) | |
fw, Pw = welch(x, fs, window, nperseg, noverlap, return_onesided=False, | |
scaling='spectrum', detrend=False) | |
assert_allclose(f, fw) | |
assert_allclose(np.mean(np.abs(Z)**2, axis=-1), Pw) | |
def test_permute_axes(self): | |
np.random.seed(1234) | |
x = np.random.randn(1024) | |
fs = 1.0 | |
window = 'hann' | |
nperseg = 16 | |
noverlap = 8 | |
f1, t1, Z1 = stft(x, fs, window, nperseg, noverlap) | |
f2, t2, Z2 = stft(x.reshape((-1, 1, 1)), fs, window, nperseg, noverlap, | |
axis=0) | |
t3, x1 = istft(Z1, fs, window, nperseg, noverlap) | |
t4, x2 = istft(Z2.T, fs, window, nperseg, noverlap, time_axis=0, | |
freq_axis=-1) | |
assert_allclose(f1, f2) | |
assert_allclose(t1, t2) | |
assert_allclose(t3, t4) | |
assert_allclose(Z1, Z2[:, 0, 0, :]) | |
assert_allclose(x1, x2[:, 0, 0]) | |
def test_roundtrip_real(self, scaling): | |
np.random.seed(1234) | |
settings = [ | |
('boxcar', 100, 10, 0), # Test no overlap | |
('boxcar', 100, 10, 9), # Test high overlap | |
('bartlett', 101, 51, 26), # Test odd nperseg | |
('hann', 1024, 256, 128), # Test defaults | |
(('tukey', 0.5), 1152, 256, 64), # Test Tukey | |
('hann', 1024, 256, 255), # Test overlapped hann | |
] | |
for window, N, nperseg, noverlap in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=False, | |
scaling=scaling) | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window, scaling=scaling) | |
msg = f'{window}, {noverlap}' | |
assert_allclose(t, tr, err_msg=msg) | |
assert_allclose(x, xr, err_msg=msg) | |
def test_roundtrip_not_nola(self): | |
np.random.seed(1234) | |
w_fail = np.ones(16) | |
w_fail[::2] = 0 | |
settings = [ | |
(w_fail, 256, len(w_fail), len(w_fail) // 2), | |
('hann', 256, 64, 0), | |
] | |
for window, N, nperseg, noverlap in settings: | |
msg = f'{window}, {N}, {nperseg}, {noverlap}' | |
assert not check_NOLA(window, nperseg, noverlap), msg | |
t = np.arange(N) | |
x = 10 * np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=True, | |
boundary='zeros') | |
with pytest.warns(UserWarning, match='NOLA'): | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window, boundary=True) | |
assert np.allclose(t, tr[:len(t)]), msg | |
assert not np.allclose(x, xr[:len(x)]), msg | |
def test_roundtrip_nola_not_cola(self): | |
np.random.seed(1234) | |
settings = [ | |
('boxcar', 100, 10, 3), # NOLA True, COLA False | |
('bartlett', 101, 51, 37), # NOLA True, COLA False | |
('hann', 1024, 256, 127), # NOLA True, COLA False | |
(('tukey', 0.5), 1152, 256, 14), # NOLA True, COLA False | |
('hann', 1024, 256, 5), # NOLA True, COLA False | |
] | |
for window, N, nperseg, noverlap in settings: | |
msg = f'{window}, {nperseg}, {noverlap}' | |
assert check_NOLA(window, nperseg, noverlap), msg | |
assert not check_COLA(window, nperseg, noverlap), msg | |
t = np.arange(N) | |
x = 10 * np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=True, | |
boundary='zeros') | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window, boundary=True) | |
msg = f'{window}, {noverlap}' | |
assert_allclose(t, tr[:len(t)], err_msg=msg) | |
assert_allclose(x, xr[:len(x)], err_msg=msg) | |
def test_roundtrip_float32(self): | |
np.random.seed(1234) | |
settings = [('hann', 1024, 256, 128)] | |
for window, N, nperseg, noverlap in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) | |
x = x.astype(np.float32) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=False) | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window) | |
msg = f'{window}, {noverlap}' | |
assert_allclose(t, t, err_msg=msg) | |
assert_allclose(x, xr, err_msg=msg, rtol=1e-4, atol=1e-5) | |
assert_(x.dtype == xr.dtype) | |
def test_roundtrip_complex(self, scaling): | |
np.random.seed(1234) | |
settings = [ | |
('boxcar', 100, 10, 0), # Test no overlap | |
('boxcar', 100, 10, 9), # Test high overlap | |
('bartlett', 101, 51, 26), # Test odd nperseg | |
('hann', 1024, 256, 128), # Test defaults | |
(('tukey', 0.5), 1152, 256, 64), # Test Tukey | |
('hann', 1024, 256, 255), # Test overlapped hann | |
] | |
for window, N, nperseg, noverlap in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) + 10j*np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=False, | |
return_onesided=False, scaling=scaling) | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window, input_onesided=False, | |
scaling=scaling) | |
msg = f'{window}, {nperseg}, {noverlap}' | |
assert_allclose(t, tr, err_msg=msg) | |
assert_allclose(x, xr, err_msg=msg) | |
# Check that asking for onesided switches to twosided | |
with suppress_warnings() as sup: | |
sup.filter(UserWarning, | |
"Input data is complex, switching to return_onesided=False") | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=False, | |
return_onesided=True, scaling=scaling) | |
tr, xr = istft(zz, nperseg=nperseg, noverlap=noverlap, | |
window=window, input_onesided=False, scaling=scaling) | |
msg = f'{window}, {nperseg}, {noverlap}' | |
assert_allclose(t, tr, err_msg=msg) | |
assert_allclose(x, xr, err_msg=msg) | |
def test_roundtrip_boundary_extension(self): | |
np.random.seed(1234) | |
# Test against boxcar, since window is all ones, and thus can be fully | |
# recovered with no boundary extension | |
settings = [ | |
('boxcar', 100, 10, 0), # Test no overlap | |
('boxcar', 100, 10, 9), # Test high overlap | |
] | |
for window, N, nperseg, noverlap in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=True, | |
boundary=None) | |
_, xr = istft(zz, noverlap=noverlap, window=window, boundary=False) | |
for boundary in ['even', 'odd', 'constant', 'zeros']: | |
_, _, zz_ext = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=True, | |
boundary=boundary) | |
_, xr_ext = istft(zz_ext, noverlap=noverlap, window=window, | |
boundary=True) | |
msg = f'{window}, {noverlap}, {boundary}' | |
assert_allclose(x, xr, err_msg=msg) | |
assert_allclose(x, xr_ext, err_msg=msg) | |
def test_roundtrip_padded_signal(self): | |
np.random.seed(1234) | |
settings = [ | |
('boxcar', 101, 10, 0), | |
('hann', 1000, 256, 128), | |
] | |
for window, N, nperseg, noverlap in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) | |
_, _, zz = stft(x, nperseg=nperseg, noverlap=noverlap, | |
window=window, detrend=None, padded=True) | |
tr, xr = istft(zz, noverlap=noverlap, window=window) | |
msg = f'{window}, {noverlap}' | |
# Account for possible zero-padding at the end | |
assert_allclose(t, tr[:t.size], err_msg=msg) | |
assert_allclose(x, xr[:x.size], err_msg=msg) | |
def test_roundtrip_padded_FFT(self): | |
np.random.seed(1234) | |
settings = [ | |
('hann', 1024, 256, 128, 512), | |
('hann', 1024, 256, 128, 501), | |
('boxcar', 100, 10, 0, 33), | |
(('tukey', 0.5), 1152, 256, 64, 1024), | |
] | |
for window, N, nperseg, noverlap, nfft in settings: | |
t = np.arange(N) | |
x = 10*np.random.randn(t.size) | |
xc = x*np.exp(1j*np.pi/4) | |
# real signal | |
_, _, z = stft(x, nperseg=nperseg, noverlap=noverlap, nfft=nfft, | |
window=window, detrend=None, padded=True) | |
# complex signal | |
_, _, zc = stft(xc, nperseg=nperseg, noverlap=noverlap, nfft=nfft, | |
window=window, detrend=None, padded=True, | |
return_onesided=False) | |
tr, xr = istft(z, nperseg=nperseg, noverlap=noverlap, nfft=nfft, | |
window=window) | |
tr, xcr = istft(zc, nperseg=nperseg, noverlap=noverlap, nfft=nfft, | |
window=window, input_onesided=False) | |
msg = f'{window}, {noverlap}' | |
assert_allclose(t, tr, err_msg=msg) | |
assert_allclose(x, xr, err_msg=msg) | |
assert_allclose(xc, xcr, err_msg=msg) | |
def test_axis_rolling(self): | |
np.random.seed(1234) | |
x_flat = np.random.randn(1024) | |
_, _, z_flat = stft(x_flat) | |
for a in range(3): | |
newshape = [1,]*3 | |
newshape[a] = -1 | |
x = x_flat.reshape(newshape) | |
_, _, z_plus = stft(x, axis=a) # Positive axis index | |
_, _, z_minus = stft(x, axis=a-x.ndim) # Negative axis index | |
assert_equal(z_flat, z_plus.squeeze(), err_msg=a) | |
assert_equal(z_flat, z_minus.squeeze(), err_msg=a-x.ndim) | |
# z_flat has shape [n_freq, n_time] | |
# Test vs. transpose | |
_, x_transpose_m = istft(z_flat.T, time_axis=-2, freq_axis=-1) | |
_, x_transpose_p = istft(z_flat.T, time_axis=0, freq_axis=1) | |
assert_allclose(x_flat, x_transpose_m, err_msg='istft transpose minus') | |
assert_allclose(x_flat, x_transpose_p, err_msg='istft transpose plus') | |
def test_roundtrip_scaling(self): | |
"""Verify behavior of scaling parameter. """ | |
# Create 1024 sample cosine signal with amplitude 2: | |
X = np.zeros(513, dtype=complex) | |
X[256] = 1024 | |
x = np.fft.irfft(X) | |
power_x = sum(x**2) / len(x) # power of signal x is 2 | |
# Calculate magnitude-scaled STFT: | |
Zs = stft(x, boundary='even', scaling='spectrum')[2] | |
# Test round trip: | |
x1 = istft(Zs, boundary=True, scaling='spectrum')[1] | |
assert_allclose(x1, x) | |
# For a Hann-windowed 256 sample length FFT, we expect a peak at | |
# frequency 64 (since it is 1/4 the length of X) with a height of 1 | |
# (half the amplitude). A Hann window of a perfectly centered sine has | |
# the magnitude [..., 0, 0, 0.5, 1, 0.5, 0, 0, ...]. | |
# Note that in this case the 'even' padding works for the beginning | |
# but not for the end of the STFT. | |
assert_allclose(abs(Zs[63, :-1]), 0.5) | |
assert_allclose(abs(Zs[64, :-1]), 1) | |
assert_allclose(abs(Zs[65, :-1]), 0.5) | |
# All other values should be zero: | |
Zs[63:66, :-1] = 0 | |
# Note since 'rtol' does not have influence here, atol needs to be set: | |
assert_allclose(Zs[:, :-1], 0, atol=np.finfo(Zs.dtype).resolution) | |
# Calculate two-sided psd-scaled STFT: | |
# - using 'even' padding since signal is axis symmetric - this ensures | |
# stationary behavior on the boundaries | |
# - using the two-sided transform allows determining the spectral | |
# power by `sum(abs(Zp[:, k])**2) / len(f)` for the k-th time slot. | |
Zp = stft(x, return_onesided=False, boundary='even', scaling='psd')[2] | |
# Calculate spectral power of Zd by summing over the frequency axis: | |
psd_Zp = np.sum(Zp.real**2 + Zp.imag**2, axis=0) / Zp.shape[0] | |
# Spectral power of Zp should be equal to the signal's power: | |
assert_allclose(psd_Zp, power_x) | |
# Test round trip: | |
x1 = istft(Zp, input_onesided=False, boundary=True, scaling='psd')[1] | |
assert_allclose(x1, x) | |
# The power of the one-sided psd-scaled STFT can be determined | |
# analogously (note that the two sides are not of equal shape): | |
Zp0 = stft(x, return_onesided=True, boundary='even', scaling='psd')[2] | |
# Since x is real, its Fourier transform is conjugate symmetric, i.e., | |
# the missing 'second side' can be expressed through the 'first side': | |
Zp1 = np.conj(Zp0[-2:0:-1, :]) # 'second side' is conjugate reversed | |
assert_allclose(Zp[:129, :], Zp0) | |
assert_allclose(Zp[129:, :], Zp1) | |
# Calculate the spectral power: | |
s2 = (np.sum(Zp0.real ** 2 + Zp0.imag ** 2, axis=0) + | |
np.sum(Zp1.real ** 2 + Zp1.imag ** 2, axis=0)) | |
psd_Zp01 = s2 / (Zp0.shape[0] + Zp1.shape[0]) | |
assert_allclose(psd_Zp01, power_x) | |
# Test round trip: | |
x1 = istft(Zp0, input_onesided=True, boundary=True, scaling='psd')[1] | |
assert_allclose(x1, x) | |
class TestSampledSpectralRepresentations: | |
"""Check energy/power relations from `Spectral Analysis` section in the user guide. | |
A 32 sample cosine signal is used to compare the numerical to the expected results | |
stated in :ref:`tutorial_SpectralAnalysis` in | |
file ``doc/source/tutorial/signal.rst`` | |
""" | |
n: int = 32 #: number of samples | |
T: float = 1/16 #: sampling interval | |
a_ref: float = 3 #: amplitude of reference | |
l_a: int = 3 #: index in fft for defining frequency of test signal | |
x_ref: np.ndarray #: reference signal | |
X_ref: np.ndarray #: two-sided FFT of x_ref | |
E_ref: float #: energy of signal | |
P_ref: float #: power of signal | |
def setup_method(self): | |
"""Create Cosine signal with amplitude a from spectrum. """ | |
f = rfftfreq(self.n, self.T) | |
X_ref = np.zeros_like(f) | |
self.l_a = 3 | |
X_ref[self.l_a] = self.a_ref/2 * self.n # set amplitude | |
self.x_ref = irfft(X_ref) | |
self.X_ref = fft(self.x_ref) | |
# Closed form expression for continuous-time signal: | |
self.E_ref = self.tau * self.a_ref**2 / 2 # energy of signal | |
self.P_ref = self.a_ref**2 / 2 # power of signal | |
def tau(self) -> float: | |
"""Duration of signal. """ | |
return self.n * self.T | |
def delta_f(self) -> float: | |
"""Bin width """ | |
return 1 / (self.n * self.T) | |
def test_reference_signal(self): | |
"""Test energy and power formulas. """ | |
# Verify that amplitude is a: | |
assert_allclose(2*self.a_ref, np.ptp(self.x_ref), rtol=0.1) | |
# Verify that energy expression for sampled signal: | |
assert_allclose(self.T * sum(self.x_ref ** 2), self.E_ref) | |
# Verify that spectral energy and power formulas are correct: | |
sum_X_ref_squared = sum(self.X_ref.real**2 + self.X_ref.imag**2) | |
assert_allclose(self.T/self.n * sum_X_ref_squared, self.E_ref) | |
assert_allclose(1/self.n**2 * sum_X_ref_squared, self.P_ref) | |
def test_windowed_DFT(self): | |
"""Verify spectral representations of windowed DFT. | |
Furthermore, the scalings of `periodogram` and `welch` are verified. | |
""" | |
w = hann(self.n, sym=False) | |
c_amp, c_rms = abs(sum(w)), np.sqrt(sum(w.real**2 + w.imag**2)) | |
Xw = fft(self.x_ref*w) # unnormalized windowed DFT | |
# Verify that the *spectrum* peak is consistent: | |
assert_allclose(self.tau * Xw[self.l_a] / c_amp, self.a_ref * self.tau / 2) | |
# Verify that the *amplitude spectrum* peak is consistent: | |
assert_allclose(Xw[self.l_a] / c_amp, self.a_ref/2) | |
# Verify spectral power/energy equals signal's power/energy: | |
X_ESD = self.tau * self.T * abs(Xw / c_rms)**2 # Energy Spectral Density | |
X_PSD = self.T * abs(Xw / c_rms)**2 # Power Spectral Density | |
assert_allclose(self.delta_f * sum(X_ESD), self.E_ref) | |
assert_allclose(self.delta_f * sum(X_PSD), self.P_ref) | |
# Verify scalings of periodogram: | |
kw = dict(fs=1/self.T, window=w, detrend=False, return_onesided=False) | |
_, P_mag = periodogram(self.x_ref, scaling='spectrum', **kw) | |
_, P_psd = periodogram(self.x_ref, scaling='density', **kw) | |
# Verify that periodogram calculates a squared magnitude spectrum: | |
float_res = np.finfo(P_mag.dtype).resolution | |
assert_allclose(P_mag, abs(Xw/c_amp)**2, atol=float_res*max(P_mag)) | |
# Verify that periodogram calculates a PSD: | |
assert_allclose(P_psd, X_PSD, atol=float_res*max(P_psd)) | |
# Ensure that scaling of welch is the same as of periodogram: | |
kw = dict(nperseg=len(self.x_ref), noverlap=0, **kw) | |
assert_allclose(welch(self.x_ref, scaling='spectrum', **kw)[1], P_mag, | |
atol=float_res*max(P_mag)) | |
assert_allclose(welch(self.x_ref, scaling='density', **kw)[1], P_psd, | |
atol=float_res*max(P_psd)) | |