#=============================================================================== # Copyright 2014-2021 Intel Corporation # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. #=============================================================================== # daal4py covariance example for shared memory systems import daal4py as d4p import numpy as np # let's try to use pandas' fast csv reader try: import pandas def read_csv(f, c=None, t=np.float64): return pandas.read_csv(f, usecols=c, delimiter=',', header=None, dtype=t) except ImportError: # fall back to numpy loadtxt def read_csv(f, c=None, t=np.float64): return np.loadtxt(f, usecols=c, delimiter=',', ndmin=2) def main(readcsv=read_csv, method='defaultDense'): infile = "./data/batch/covcormoments_dense.csv" # configure a covariance object algo = d4p.covariance() # let's provide a file directly, not a table/array result1 = algo.compute(infile) # We can also load the data ourselfs and provide the numpy array algo = d4p.covariance(method=method) data = readcsv(infile) _ = algo.compute(data) # covariance result objects provide correlation, covariance and mean assert np.allclose(result1.covariance, result1.covariance) assert np.allclose(result1.mean, result1.mean) assert np.allclose(result1.correlation, result1.correlation) return result1 if __name__ == "__main__": res = main() print("Covariance matrix:\n", res.covariance) print("Mean vector:\n", res.mean) print('All looks good!')