pyhctsa.operations.information.first_max

pyhctsa.operations.information.first_max(y, max_what='mi-gaussian', extra_param=None)

Time of first maximum in a given self-correlation function.

Parameters:
y : array-like

The input time series.

max_what : str, optional

Correlation measure to maximize.

Autocorrelation:

  • 'ac': Autocorrelation.

Automutual information (AMI):

  • 'mi-gaussian': AMI using the Gaussian estimator (default).

  • 'mi': AMI using the Kraskov estimator, the same as 'mi-kraskov1' (as in current hctsa; the Gaussian estimator must now be requested as 'mi-gaussian').

  • 'mi-kraskov1': AMI using the Kraskov estimator (variant 1; 4 nearest neighbors).

  • 'mi-kraskov2': AMI using the Kraskov estimator (variant 2); extra_param is the number of nearest neighbors.

  • 'mi-hist': AMI using a histogram-based estimator; extra_param is the number of bins.

Default is 'mi-gaussian'.

extra_param : any, optional

An additional parameter required for the specified max_what method (see above).

Returns:

The time of the first maximum. If no maximum is found, the length of the time series is returned (as in hctsa); NaN if a NaN is reached first.

Return type:

int