Outlier detection and robust estimation

.github/workflows/ci.yml

@@ -13,7 +13,7 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Checkout
-        uses: actions/checkout@v3
+        uses: actions/checkout@v4
         with:
           # Full git history is needed to get a proper
           # list of changed files within `super-linter`
@@ -39,39 +39,39 @@ jobs:
       fail-fast: true
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.10", "3.8"]
+        python-version: ["3.10", "3.11"]
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
       - name: Get Date
         id: get-date
         run: echo "today=$(/bin/date -u '+%Y%m%d')" >> $GITHUB_OUTPUT
         shell: bash
-      - name: Cache conda
-        uses: actions/cache@v2
-        env:
-          CACHE_NUMBER: 0
-        with:
-          path: ~/conda_pkgs_dir
-          key:
-            ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
-            hashFiles('env.yml') }}
-      - name: Setup python ${{ matrix.python-version }} with conda
-        uses: conda-incubator/setup-miniconda@v2
+      # - name: Cache conda
+      #   uses: actions/cache@v2
+      #   env:
+      #     CACHE_NUMBER: 0
+      #   with:
+      #     path: ~/conda_pkgs_dir
+      #     key:
+      #       ${{ runner.os }}-conda-${{ env.CACHE_NUMBER }}-${{
+      #       hashFiles('env.yml') }}
+      - name: Setup python ${{ matrix.python-version }} with mamba
+        uses: conda-incubator/setup-miniconda@v3
         with:
-          auto-update-conda: true
           python-version: ${{ matrix.python-version }}
           environment-file: meta.yml
-          use-only-tar-bz2: true
+          activate-environment: pymultifracs
+          mamba-version: "*"
       - name: Testing
         run: |
-          conda install -c conda-forge pytest pytest-xdist pytest-cov
-          pip install -e .
+          mamba install numpy scipy pywavelets seaborn numba statsmodels pytest pytest-xdist pytest-cov tqdm joblib
+          pip install -e .[bootstrap,robust]
           pytest -n auto -x --cov=./ --cov-report=xml
       - name: Upload coverage
-        if: ${{ matrix.os == 'ubuntu-latest' && matrix.python-version ==  '3.10' }} 
+        if: ${{ matrix.os == 'ubuntu-latest' && matrix.python-version ==  '3.11' }} 
         uses: codecov/codecov-action@v3
         with:
           files: ./coverage.xml # optional
           name: codecov-umbrella # optional
-          fail_ci_if_error: true # optional (default = false)
+          fail_ci_if_error: false # optional (default = false)
           verbose: true # optional (default = false)

.github/workflows/doc.yml

@@ -34,8 +34,8 @@ jobs:
       - name: Build doc
         shell: bash -el {0}
         run: |
-          conda install -c conda-forge pip sphinx numpydoc pydata-sphinx-theme
-          python -m pip install .
+          conda install -c conda-forge pip sphinx numpydoc pydata-sphinx-theme nbsphinx
+          python -m pip install .[doc]
           cd doc
           make html
           touch _build/html/.nojekyll

README.rst

@@ -23,9 +23,12 @@ Implemented features:
 * Computation of (1D) multiresolution quantities: wavelet coefficients, wavelet-leaders and p-leaders
 * Computation of structure functions, cumulants and log-cumulants.
 * Estimation of the multifractal spectrum.
+* Bivariate multifractal analysis.
+* Bootstrap-derived confidence intervals and automated scaling range selection.
+* Outlier detection.
 
 
-The code in this package is based on the Wavelet p-Leader and Bootstrap based MultiFractal analysis (PLBMF) `Matlab toolbox <http://www.ens-lyon.fr/PHYSIQUE/Equipe3/MultiFracs/software.html>`_ written by Patrice Abry, Herwig Wendt and colleagues. For a thorough introduction to multifractal analysis, you may access H. Wendt's PhD thesis available in `his webiste <https://www.irit.fr/~Herwig.Wendt/data/ThesisWendt.pdf)>`_.
+The initial implementation of the code in this package was based on the Wavelet p-Leader and Bootstrap based MultiFractal analysis (PLBMF) `Matlab toolbox <http://www.ens-lyon.fr/PHYSIQUE/Equipe3/MultiFracs/software.html>`_ written by Patrice Abry, Herwig Wendt and colleagues. For a thorough introduction to multifractal analysis, you may access H. Wendt's PhD thesis available in `his webiste <https://www.irit.fr/~Herwig.Wendt/data/ThesisWendt.pdf)>`_.
 
 
 For a brief introduction to multifractal analysis, see the file THEORY.ipynb

doc/_templates/autosummary/class.rst

@@ -1,5 +1,3 @@
-{{ fullname | escape | underline}}
+{{ objname | escape | underline}}
 
-.. currentmodule:: {{ module }}
-
-.. autoclass:: {{ objname }}
+.. autoclass:: {{ fullname }}

doc/_templates/autosummary/function.rst

@@ -1,5 +1,3 @@
-{{ fullname | escape | underline }}
+{{ objname | escape | underline }}
 
-.. currentmodule:: {{ module }}
-
-.. autofunction:: {{ objname }}
+.. autofunction:: {{ fullname }}

doc/conf.py

@@ -14,16 +14,22 @@
 import sys
 sys.path.insert(0, os.path.abspath('..'))
 
+import numpy as np
+import pymultifracs
+import sphinx
+import numpydoc
+
+from sphinx.ext.autosummary.generate import AutosummaryRenderer
+
 
 # -- Project information -----------------------------------------------------
 
 project = 'PyMultiFracs'
-copyright = '2020-2023, M. Dumeur, P. Ciuciu, V. van Wassenhove, P. Abry'
-author = 'M. Dumeur, P. Ciuciu, V. van Wassenhove, P. Abry'
+copyright = '2020-2024, M. Dumeur, P. Ciuciu, V. van Wassenhove, P. Abry'
+author = 'M. Dumeur, O. D. Domingues, P. Ciuciu, V. van Wassenhove, P. Abry'
 
 # The full version, including alpha/beta/rc tags
-release = '0.2'
-
+release = '0.3'
 
 # -- General configuration ---------------------------------------------------
 
@@ -41,20 +47,25 @@
             #   'sphinx_autodoc_typehints',
               # 'sphinx_gallery.notebook',
             #   'sphinx_bootstrap_theme',
-            #   'nbsphinx',
+              'nbsphinx',
               'sphinx.ext.mathjax']
 
 # Add any paths that contain templates here, relative to this directory.
-templates_path = ['_templates']
+templates_path = ['_templates', '_templates/namedtuple.rst']
 
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
 # This pattern also affects html_static_path and html_extra_path.
 exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store', '**.ipynb_checkpoints']
 
 autosummary_generate = True
-autodoc_default_options = {'members': True, 'exclude-members': '__init__',
-                           'inherited-members': True}
+autodoc_default_options = {
+    'members': True,
+    'exclude-members': '__init__',
+    'inherited-members': True,
+}
+
+autodoc_typehints = 'none'
 
 # -- Options for HTML output -------------------------------------------------
 
@@ -125,7 +136,7 @@
     "numpy": ("https://numpy.org/doc/stable", None),
     "scipy": ("https://docs.scipy.org/doc/scipy", None),
     "matplotlib": ("https://matplotlib.org/stable", None),
-    'sklearn': ('https://scikit-learn.org/stable', None),
+    # 'sklearn': ('https://scikit-learn.org/stable', None),
     'joblib': ('https://joblib.readthedocs.io/en/latest', None),
     'pandas': ('https://pandas.pydata.org/pandas-docs/stable', None),
     'seaborn': ('https://seaborn.pydata.org/', None),
@@ -142,6 +153,116 @@
 numpydoc_class_members_toctree = False
 numpydoc_show_class_members = False
 
+numpydoc_xref_ignore = {
+    # words
+    "and",
+    "between",
+    "instance",
+    "instances",
+    "of",
+    "default",
+    "shape",
+    "or",
+    "with",
+    "length",
+    "pair",
+    "matplotlib",
+    "optional",
+    "kwargs",
+    "in",
+    "dtype",
+    "object",
+    # shapes
+    "n_vertices",
+    "n_faces",
+    "n_channels",
+    "m",
+    "n",
+    "n_events",
+    "n_colors",
+    "n_times",
+    "obj",
+    "n_chan",
+    "n_epochs",
+    "n_picks",
+    "n_ch_groups",
+    "n_dipoles",
+    "n_ica_components",
+    "n_pos",
+    "n_node_names",
+    "n_tapers",
+    "n_signals",
+    "n_step",
+    "n_freqs",
+    "wsize",
+    "Tx",
+    "M",
+    "N",
+    "p",
+    "q",
+    "r",
+    "n_observations",
+    "n_regressors",
+    "n_cols",
+    "n_frequencies",
+    "n_tests",
+    "n_samples",
+    "n_permutations",
+    "nchan",
+    "n_points",
+    "n_features",
+    "n_parts",
+    "n_features_new",
+    "n_components",
+    "n_labels",
+    "n_events_in",
+    "n_splits",
+    "n_scores",
+    "n_outputs",
+    "n_trials",
+    "n_estimators",
+    "n_tasks",
+    "nd_features",
+    "n_classes",
+    "n_targets",
+    "n_slices",
+    "n_hpi",
+    "n_fids",
+    "n_elp",
+    "n_pts",
+    "n_tris",
+    "n_nodes",
+    "n_nonzero",
+    "n_events_out",
+    "n_segments",
+    "n_orient_inv",
+    "n_orient_fwd",
+    "n_orient",
+    "n_dipoles_lcmv",
+    "n_dipoles_fwd",
+    "n_picks_ref",
+    "n_coords",
+    "n_meg",
+    "n_good_meg",
+    "n_moments",
+    "n_patterns",
+    "n_new_events",
+    # sklearn subclasses
+    "mapping",
+    "to",
+    "any",
+    # unlinkable
+    "CoregistrationUI",
+    "mne_qt_browser.figure.MNEQtBrowser",
+    # pooch, since its website is unreliable and users will rarely need the links
+    "pooch.Unzip",
+    "pooch.Untar",
+    "pooch.HTTPDownloader",
+}
+
+numpydoc_validate = True
+numpydoc_validation_checks = {"all"}
+
 # nbsphinx
 
 highlight_language = 'none'
@@ -153,3 +274,21 @@
     "--InlineBackend.figure_formats={'svg', 'pdf'}",
     "--InlineBackend.rc={'figure.dpi': 96}",
 ]
+
+#%% Adjusting the displayed name of functions
+# https://stackoverflow.com/a/72658470
+
+# def smart_fullname(fullname):
+#     parts = fullname.split(".")
+#     return ".".join(parts[1:])
+
+
+# def fixed_init(self, app, template_dir=None):
+#     AutosummaryRenderer.__old_init__(self, app, template_dir)
+#     self.env.filters["smart_fullname"] = smart_fullname
+
+
+# AutosummaryRenderer.__old_init__ = AutosummaryRenderer.__init__
+# AutosummaryRenderer.__init__ = fixed_init
+
+#%% 

doc/examples.rst

@@ -0,0 +1,9 @@
+========
+Examples
+========
+
+.. nbgallery::
+    :name: nb-gallery
+    :glob:
+
+    notebooks/Demo

doc/index.rst

@@ -8,4 +8,5 @@ Contents
    :caption: Overview:
 
    reference
+   examples
    theory