Create example.py

notthatanonymous · Oct 24, 2023 · e67db3c · e67db3c
1 parent c29de21
commit e67db3c
Showing 1 changed file with 13 additions and 0 deletions.
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+import numpy as np
+from regain.covariance import LatentTimeGraphicalLasso
+from regain.datasets import make_dataset
+from regain.utils import error_norm_time
+
+np.random.seed(42)
+data = make_dataset(n_dim_lat=1, n_dim_obs=3)
+X = data.X
+y = data.y
+theta = data.thetas
+
+mdl = LatentTimeGraphicalLasso(max_iter=50).fit(X, y)
+print("Error: %.2f" % error_norm_time(theta, mdl.precision_))