Outlier detection and robust estimation

.github/workflows/ci.yml

@@ -13,19 +13,20 @@ 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`
           fetch-depth: 0
       - name: Lint code
-        uses: github/super-linter/slim@v4
+        uses: super-linter/super-linter/slim@v7.2.1
         env:
           LINTER_RULES_PATH: .
           DEFAULT_BRANCH: master
           VALIDATE_ALL_CODEBASE: false
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-          FILTER_REGEX_INCLUDE: ./pymultifracs/*.py
+          FILTER_REGEX_INCLUDE: ^(pymultifracs|tests)/.*\.py$
+          PYTHON_PYLINT_CONFIG_FILE: .pylintrc
           VALIDATE_PYTHON_FLAKE8: true
           VALIDATE_PYTHON_PYLINT: true
 
@@ -36,42 +37,59 @@ jobs:
     runs-on: ${{ matrix.os }}
     needs: linter-check
     strategy:
-      fail-fast: true
+      fail-fast: false
       matrix:
-        os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.10", "3.8"]
+        os: [ubuntu-latest]
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
+        include:
+          - os: windows-latest
+            python-version: "3.10"
+          - os: macos-latest
+            python-version: "3.10"
     steps:
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
       - name: Get Date
         id: get-date
         run: echo "today=$(/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 }}
+          # installer-url: https://github.com/conda-forge/miniforge/releases/download/24.11.3-0/Miniforge3-24.11.3-0-Linux-x86_64.sh
+          # miniforge-variant: Miniforge3
+          miniforge-version: latest
           environment-file: meta.yml
-          use-only-tar-bz2: true
+          conda-remove-defaults: "true"
+          channels: conda-forge,numba
+          channel-priority: strict
+          activate-environment: pymultifracs
+          # mamba-version: "*"
+          # use-only-tar-bz2: true
       - name: Testing
+        # mamba install -c numba -c conda-forge numpy scipy pywavelets seaborn numba statsmodels pytest pytest-xdist pytest-cov tqdm joblib
         run: |
-          conda install -c conda-forge pytest pytest-xdist pytest-cov
-          pip install -e .
+          mamba list
+          mamba --version
+          pip install -e .[bootstrap,robust,test]
+          mamba list
           pytest -n auto -x --cov=./ --cov-report=xml
       - name: Upload coverage
-        if: ${{ matrix.os == 'ubuntu-latest' && matrix.python-version ==  '3.10' }} 
-        uses: codecov/codecov-action@v3
+        # if: ${{ github.event_name == 'push' && matrix.os == 'ubuntu-latest' && matrix.python-version ==  '3.13' }}
+        if: ${{ matrix.os == 'ubuntu-latest' && matrix.python-version ==  '3.13' }}
+        uses: codecov/codecov-action@v5
         with:
+          token: ${{ secrets.CODECOV_TOKEN }}
           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

@@ -13,29 +13,31 @@ jobs:
     if: github.repository == 'neurospin/pymultifracs'
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v3
-      - name: Cache conda
-        uses: actions/cache@v2
-        env:
-          CACHE_NUMBER: 0
+      - uses: actions/checkout@v4
+      # - name: Cache conda
+      #   uses: actions/cache@v2
+      #   env:
+      #     CACHE_NUMBER: 0
+      #   with:
+      #     path: ~/conda_pkgs_dir
+      #     key:
+      #       doc-conda-${{ env.CACHE_NUMBER }}-${{
+      #       hashFiles('meta.yml') }}
+      - name: Setup python with mamba
+        uses: conda-incubator/setup-miniconda@v3
         with:
-          path: ~/conda_pkgs_dir
-          key:
-            doc-conda-${{ env.CACHE_NUMBER }}-${{
-            hashFiles('meta.yml') }}
-      - name: Setup python with conda
-        uses: conda-incubator/setup-miniconda@v2
-        with:
-          auto-update-conda: true
-          activate-environment: test
-          python-version: 3.11
+          # mamba-version: "*"
+          miniforge-version: latest
+          activate-environment: pymultifracs
+          python-version: 3.13
           environment-file: meta.yml
-          use-only-tar-bz2: true
+          channel-priority: strict
+          channels: conda-forge,numba
       - name: Build doc
         shell: bash -el {0}
+        # mamba install -c conda-forge pip sphinx numpydoc pydata-sphinx-theme nbsphinx
         run: |
-          conda install -c conda-forge pip sphinx numpydoc pydata-sphinx-theme
-          python -m pip install .
+          pip install .[bootstrap,robust,doc]
           cd doc
           make html
           touch _build/html/.nojekyll
@@ -45,7 +47,7 @@ jobs:
             echo "::warning title=Invalid file permissions automatically fixed::$line"
           done
       - name: Upload gh page artifact
-        uses: actions/upload-pages-artifact@v2
+        uses: actions/upload-pages-artifact@v3
         with:
           name: github-pages
           path: doc/_build/html/
@@ -55,9 +57,9 @@ jobs:
     needs: build-docs
 
     # Grant GITHUB_TOKEN the permissions required to make a Pages deployment
-    permissions:
-      pages: write      # to deploy to Pages
-      id-token: write   # to verify the deployment originates from an appropriate source
+    # permissions:
+    #   pages: write      # to deploy to Pages
+    #   id-token: write   # to verify the deployment originates from an appropriate source
 
     # Deploy to the github-pages environment
     environment:
@@ -69,6 +71,6 @@ jobs:
     steps:
       - name: Deploy to GitHub Pages
         id: deployment
-        uses: actions/deploy-pages@v2 # or the latest "vX.X.X" version tag for this action
-        with:
-          token: ${{ secrets.GITHUB_TOKEN }}
+        uses: actions/deploy-pages@v4 # or the latest "vX.X.X" version tag for this action
+        # with:
+        #   token: ${{ secrets.GITHUB_TOKEN }}

.gitignore

@@ -21,6 +21,10 @@ dist/
 docs/
 doc/_build/
 doc/_autosummary/
+doc/auto_examples/
+doc/auto_tutorials/
+doc/generated/
+doc/sg_execution_times.rst
 
 .ipynb_checkpoints/
 .vscode

.pylintrc

@@ -52,7 +52,7 @@ persistent=yes
 
 # Minimum Python version to use for version dependent checks. Will default to
 # the version used to run pylint.
-py-version=3.9
+py-version=3.10
 
 # When enabled, pylint would attempt to guess common misconfiguration and emit
 # user-friendly hints instead of false-positive error messages.
@@ -89,13 +89,18 @@ disable=raw-checker-failed,
         too-many-arguments,
         too-many-locals,
         invalid-name,
-        consider-using-dict-items
+        consider-using-dict-items,
+        protected-access,
+        use-dict-literal,
+        too-many-instance-attributes,
+        unnecessary-lambda-assignment,
 
 # Enable the message, report, category or checker with the given id(s). You can
 # either give multiple identifier separated by comma (,) or put this option
 # multiple time (only on the command line, not in the configuration file where
 # it should appear only once). See also the "--disable" option for examples.
-enable=c-extension-no-member
+enable=c-extension-no-member,
+       useless-suppression
 
 
 [REPORTS]
@@ -517,7 +522,7 @@ max-public-methods=20
 max-returns=6
 
 # Maximum number of statements in function / method body.
-max-statements=50
+max-statements=100
 
 # Minimum number of public methods for a class (see R0903).
 min-public-methods=2

README.rst

@@ -23,12 +23,15 @@ 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
+.. For a brief introduction to multifractal analysis, see the file THEORY.ipynb
 
 There are two ways to install this package: either by using a package manager to install the package only, which will make
 the code only usable as an import,

doc/_static/style.css

@@ -584,4 +584,7 @@
   /* Avoid extra spacing in our nested version */
   h3.panel-title p {
     margin: 0 0 0px;
+  }
+  .header-cell {
+    display: none;
   }

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/_templates/not_instantiated.rst

@@ -0,0 +1,4 @@
+{{ objname | escape | underline}}
+
+.. autoclass:: {{ fullname }}()
+    :show-inheritance: