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def __init__(self,
dataframe,
model_params=None,
data_transform=sklearn.preprocessing.StandardScaler(),
mask_type=None,
verbosity=0):
# Initialize the member variables to None
self.phi = None
self.psi = None
self.all_psi_k = None
# Build the model using the parameters
if model_params is None:
model_params = {}
this_model = sklearn.linear_model.LinearRegression(**model_params)
Models.__init__(self,
dataframe=dataframe,
model=this_model,
data_transform=data_transform,
mask_type=mask_type,
verbosity=verbosity)
verbosity=0):
# Default value for the mask
mask = dataframe.mask
if mask is None:
mask = np.zeros(dataframe.values.shape, dtype='bool')
# Get the dataframe shape
T = len(dataframe.values)
# Have the default dataframe be the training data frame
train_mask = np.copy(mask)
train_mask[[t for t in range(T) if t not in train_indices]] = True
self.dataframe = DataFrame(dataframe.values,
mask=train_mask,
missing_flag=dataframe.missing_flag)
# Initialize the models baseclass with the training dataframe
Models.__init__(self,
dataframe=self.dataframe,
model=prediction_model,
data_transform=data_transform,
mask_type='y',
verbosity=verbosity)
# Build the testing dataframe as well
self.test_mask = np.copy(mask)
self.test_mask[[t for t in range(T) if t not in test_indices]] = True
# Setup the PCMCI instance
if cond_ind_test is not None:
# Force the masking
cond_ind_test.set_mask_type('y')
cond_ind_test.verbosity = verbosity
PCMCI.__init__(self,