Merge branch 'fathon-dev'

Author: stfbnc

.appveyor.yml

@@ -13,13 +13,12 @@ environment:
     CIBW_BEFORE_BUILD: "python -m pip install -r requirements.txt"
 
   matrix:
-    - CIBW_BUILD: "cp35-win_amd64"
     - CIBW_BUILD: "cp36-win_amd64"
     - CIBW_BUILD: "cp37-win_amd64"
     - CIBW_BUILD: "cp38-win_amd64"
     - CIBW_BUILD: "cp39-win_amd64"
 
-stack: python 3.7
+stack: python 3.8
 
 init:
   - cmd: PATH=%PYTHON%;%PYTHON%\Scripts;%PATH%

.travis.yml

@@ -13,20 +13,6 @@ matrix:
   include:
     ##### Linux #####
     ##### ARM #####
-    ### 3.5 ###
-    - name: "Python 3.5 on Linux arm64"
-      arch:
-        - arm64
-      env:
-        - CIBW_MANYLINUX_AARCH64_IMAGE: manylinux2014
-        - CIBW_BUILD="cp35-manylinux*"
-        - CIBW_SKIP: "*-manylinux_i686"
-      language: python
-      dist: xenial
-      sudo: required
-      python: "3.7"
-      services:
-        - docker
     ### 3.6 ###
     - name: "Python 3.6 on Linux arm64"
       arch:
@@ -36,9 +22,9 @@ matrix:
         - CIBW_BUILD="cp36-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.7 ###
@@ -50,9 +36,9 @@ matrix:
         - CIBW_BUILD="cp37-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.8 ###
@@ -64,9 +50,9 @@ matrix:
         - CIBW_BUILD="cp38-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.9 ###
@@ -78,25 +64,12 @@ matrix:
         - CIBW_BUILD="cp39-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ##### x86_64 #####
-    ### 3.5 ###
-    - name: "Python 3.5 on Linux amd64"
-      arch:
-        - amd64
-      env:
-        - CIBW_BUILD="cp35-manylinux*"
-        - CIBW_SKIP: "*-manylinux_i686"
-      language: python
-      dist: xenial
-      sudo: required
-      python: "3.7"
-      services:
-        - docker
     ### 3.6 ###
     - name: "Python 3.6 on Linux amd64"
       arch:
@@ -105,9 +78,9 @@ matrix:
         - CIBW_BUILD="cp36-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.7 ###
@@ -118,9 +91,9 @@ matrix:
         - CIBW_BUILD="cp37-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.8 ###
@@ -131,9 +104,9 @@ matrix:
         - CIBW_BUILD="cp38-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ### 3.9 ###
@@ -144,46 +117,39 @@ matrix:
         - CIBW_BUILD="cp39-manylinux*"
         - CIBW_SKIP: "*-manylinux_i686"
       language: python
-      dist: xenial
+      dist: bionic
       sudo: required
-      python: "3.7"
+      python: "3.8"
       services:
         - docker
     ##### macOS #####
-    ### 3.5 ###
-    - name: "Python 3.5 on macOS 10.14"
-      env:
-        - CIBW_BUILD="cp35-macosx*"
-      os: osx
-      osx_image: xcode10.2
-      language: shell
     ### 3.6 ###
     - name: "Python 3.6 on macOS 10.14"
       env:
         - CIBW_BUILD="cp36-macosx*"
       os: osx
-      osx_image: xcode10.2
+      osx_image: xcode11
       language: shell
     ### 3.7 ###
     - name: "Python 3.7 on macOS 10.14"
       env:
         - CIBW_BUILD="cp37-macosx*"
       os: osx
-      osx_image: xcode10.2
+      osx_image: xcode11
       language: shell
     ### 3.8 ###
     - name: "Python 3.8 on macOS 10.14"
       env:
         - CIBW_BUILD="cp38-macosx*"
       os: osx
-      osx_image: xcode10.2
+      osx_image: xcode11
       language: shell
     ### 3.9 ###
     - name: "Python 3.9 on macOS 10.14"
       env:
         - CIBW_BUILD="cp39-macosx*"
       os: osx
-      osx_image: xcode10.2
+      osx_image: xcode11
       language: shell
 
 before_install:

README.md

@@ -1,6 +1,6 @@
-# fathon [![Build Status](https://travis-ci.org/stfbnc/fathon.svg?branch=master)](https://travis-ci.org/stfbnc/fathon)[![Build status](https://ci.appveyor.com/api/projects/status/tl2a8c84bbvxu37p?svg=true)](https://ci.appveyor.com/project/stfbnc/fathon)
+# fathon [![Build Status](https://travis-ci.org/stfbnc/fathon.svg?branch=master)](https://travis-ci.org/stfbnc/fathon) [![Build status](https://ci.appveyor.com/api/projects/status/tl2a8c84bbvxu37p?svg=true)](https://ci.appveyor.com/project/stfbnc/fathon)
 
-[![Issues](https://img.shields.io/github/issues-raw/stfbnc/fathon.svg?maxAge=25000)](https://github.com/stfbnc/fathon/issues) [![GitHub stars](https://img.shields.io/github/stars/stfbnc/fathon.svg?style=social&label=Stars&style=plastic)]() [![GitHub forks](https://img.shields.io/github/forks/stfbnc/fathon.svg?style=social&label=Fork&style=plastic)]() [![Python 3.5+](https://img.shields.io/badge/python-3.5+-blue.svg)](https://www.python.org/)
+[![Issues](https://img.shields.io/github/issues-raw/stfbnc/fathon.svg?maxAge=25000)](https://github.com/stfbnc/fathon/issues) [![GitHub stars](https://img.shields.io/github/stars/stfbnc/fathon.svg?style=social&label=Stars&style=plastic)]() [![GitHub forks](https://img.shields.io/github/forks/stfbnc/fathon.svg?style=social&label=Fork&style=plastic)]() [![Python 3.6+](https://img.shields.io/badge/python-3.6+-blue.svg)](https://www.python.org/)
 
 [![DOI](https://zenodo.org/badge/214290119.svg)](https://zenodo.org/badge/latestdoi/214290119) [![DOI](https://joss.theoj.org/papers/10.21105/joss.01828/status.svg)](https://doi.org/10.21105/joss.01828)
 
@@ -10,28 +10,27 @@
 
 It is mostly written in Cython and C in order to speed up computations.
 
-`fathon` provides four main algorithms, namely
+`fathon` provides five main algorithms, namely
 
 - <code>DFA</code> (*Detrended Fluctuation Analysis*)
 - <code>MFDFA</code> (*Multifractal Detrended Fluctuation Analysis*)
 - <code>DCCA</code> (*Detrended Cross-Correlation Analysis*)
+- <code>MFDCCA</code> (*Multifractal Detrended Cross-Correlation Analysis*)
 - <code>HT</code> (*Time-dependent Hurst exponent*)
 
-<code>MFDFA</code> also provides methods for the mass exponent τ and the multifractal spectrum *f*(α).
+<code>MFDFA</code> and <code>MFDCCA</code> also provides methods for the mass exponent τ and the multifractal spectrum *f*(α).
 
-<code>DCCA</code> has methods for computing the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
+<code>DCCA</code> has methods to compute the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
 
 
 
 ### Prerequisites
 
-| Linux i686 |    Linux x86_64    |    Linux ARM64     |    macOS x86_64    | Windows 32bit |    Windows 64bit    |
-| :--------: | :----------------: | :----------------: | :----------------: | :-----------: | :-----------------: |
-|    :x:     | :white_check_mark: | :white_check_mark: | :white_check_mark: |      :x:      | :white_check_mark:* |
+| Linux i686 |    Linux x86_64    |    Linux ARM64     |    macOS x86_64    | Windows 32bit |   Windows 64bit    |
+| :--------: | :----------------: | :----------------: | :----------------: | :-----------: | :----------------: |
+|    :x:     | :white_check_mark: | :white_check_mark: | :white_check_mark: |      :x:      | :white_check_mark: |
 
-<sub>*It is possible that OpenMP was not activated during compilation, so `fathon` could run slower on Windows compared to macOS and Linux</sub>
-
-- Python 3.5 or higher
+- Python 3.6 or higher
  - numpy (version >= 1.15)
  - Cython
 
@@ -41,9 +40,9 @@ As easy as `pip install fathon`
 
 ### Examples
 
-A jupyter notebook can be used (<code>fathon_example.ipynb</code>) to play with the four algorithms provided by the `fathon` package.
+A jupyter notebook can be used (<code>fathon_example.ipynb</code>) to play with the five algorithms provided by the `fathon` package.
 
-If you cannot use the notebook, four Python scripts are provided, <code>dfa.py</code>, <code>mfdfa.py</code>, <code>dcca.py</code>, and <code>ht.py</code>.
+If you cannot use the notebook, five Python scripts are provided, <code>dfa.py</code>, <code>mfdfa.py</code>, <code>dcca.py</code>, <code>mfdcca.py</code>, and <code>ht.py</code>.
 
 Algorithms are implemented on two time series of gaussian white noise, but you can replace them with any time series you like.
 
@@ -63,10 +62,16 @@ Bianchi, S., (2020). fathon: A Python package for a fast computation of  detrend
 
 ## Version  [![PyPI version](https://badge.fury.io/py/fathon.svg)](https://badge.fury.io/py/fathon)
 
-fathon v1.2
+fathon v1.3
 
 ## Changelog
 
+#### v1.3
+
+- <code>MFDCCA</code> algorithm
+- <code>overlap</code> option for <code>DCCA</code>, to allow using both overlapping and non-overlapping windows
+- OpenMP also for Windows
+
 #### v1.2
 
 - few adjustments to C extensions for Windows' C compiler compatibility

docs/_build/doctrees/environment.pickle

@@ -1,4 +1,4 @@
 # Sphinx build info version 1
 # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
-config: 3f3a3a407d4e9d370d01da6a59f49d6a
+config: db3f5bea255d2777e941c20da7e7babc
 tags: 645f666f9bcd5a90fca523b33c5a78b7

docs/_build/doctrees/fun_class/fathon.DCCA.doctree

@@ -0,0 +1,44 @@
+MFDCCA
+======
+
+.. currentmodule:: fathon
+
+.. autoclass:: MFDCCA
+   :show-inheritance:
+
+   .. automethod:: computeFlucVec
+   .. automethod:: computeMassExponents
+   .. automethod:: computeMultifractalSpectrum
+   .. automethod:: fitFlucVec
+   .. automethod:: saveObject
+
+Usage examples
+^^^^^^^^^^^^^^
+
+.. code-block:: python
+
+   import numpy as np
+   import fathon
+   from fathon import fathonUtils as fu
+
+   #time series
+   a = np.random.randn(10000)
+   b = np.random.randn(10000)
+
+   #zero-mean cumulative sum
+   a = fu.toAggregated(a)
+   b = fu.toAggregated(b)
+
+   #initialize mfdfa object
+   pymfdcca = fathon.MFDCCA(a, b)
+   #compute fluctuation function and generalized Hurst exponents
+   wins = fu.linRangeByStep(10, 2000)
+   n, F = pymfdcca.computeFlucVec(wins, np.arange(-3, 4, 0.1), revSeg=True, polOrd=1)
+   list_H, list_H_intercept = pymfdcca.fitFlucVec()
+
+   #compute mass exponents
+   tau = pymfdcca.computeMassExponents()
+
+   #compute multifractal spectrum
+   alpha, mfSpect = pymfdcca.computeMultifractalSpectrum()
+

docs/_build/doctrees/fun_class/fathon.DFA.doctree

@@ -3,27 +3,28 @@
    You can adapt this file completely to your liking, but it should at least
    contain the root `toctree` directive.
 
-fathon (v1.2)
+fathon (v1.3)
 ***************
 
 Current version is available for Linux (x86_64 and ARM64), macOS, and Windows (64bit).
 
 Python package for detrended fluctuation analysis (DFA) and related algorithms.
-`fathon` provides four main algorithms, namely
+`fathon` provides five main algorithms, namely
 
 - `DFA` (Detrended Fluctuation Analysis)
 - `MFDFA` (Multifractal Detrended Fluctuation Analysis)
-- `DCCA` (Detrended Cross-Correlation Analysis)
+- `DCCA` (Detrended Cross-Correlation Analysis)
+- `MFDCCA` (Multifractal  Detrended Cross-Correlation Analysis)
 - `HT` (Time-dependent Hurst exponent)
 
-`MFDFA` also provides methods for the mass exponent τ and the multifractal spectrum f(α).
+`MFDFA` and `MFDCCA` also provides methods for the mass exponent τ and the multifractal spectrum f(α).
 
-`DCCA` has methods for computing the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
+`DCCA` has methods to compute the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
 
 Requirements
 ============
 
-- Python 3.5+
+- Python 3.6+
 - numpy (>=1.15)
 - Cython
 
@@ -40,5 +41,6 @@ Documentation for the Code
    fun_class/fathon.fathonUtils
    fun_class/fathon.DFA
    fun_class/fathon.MFDFA
-   fun_class/fathon.DCCA
+   fun_class/fathon.DCCA
+   fun_class/fathon.MFDCCA
    fun_class/fathon.HT

docs/_build/doctrees/fun_class/fathon.HT.doctree

@@ -1,5 +1,10 @@
+pre { line-height: 125%; }
+td.linenos pre { color: #000000; background-color: #f0f0f0; padding-left: 5px; padding-right: 5px; }
+span.linenos { color: #000000; background-color: #f0f0f0; padding-left: 5px; padding-right: 5px; }
+td.linenos pre.special { color: #000000; background-color: #ffffc0; padding-left: 5px; padding-right: 5px; }
+span.linenos.special { color: #000000; background-color: #ffffc0; padding-left: 5px; padding-right: 5px; }
 .highlight .hll { background-color: #ffffcc }
-.highlight  { background: #eeffcc; }
+.highlight { background: #eeffcc; }
 .highlight .c { color: #408090; font-style: italic } /* Comment */
 .highlight .err { border: 1px solid #FF0000 } /* Error */
 .highlight .k { color: #007020; font-weight: bold } /* Keyword */