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"""noint: Shield a code block or function from SIGINT. | |
Based on: http://stackoverflow.com/a/21919644/487556. | |
Useful for running training loops in Jupyter: if your learning | |
step is inside a `with noint:`, when you want to interrupt your | |
training routine, you can do that without getting halfway through | |
some set of operations and leaving the model state inconsistent, | |
which would make it impossible to rerun the cell without | |
restarting the whole training loop. |
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'''Python library for decorrelating and correlating data | |
Forked from joelouismarino/whiten.py. | |
Also based on R's rdrr.io/cran/whitening/src/R/whiteningMatrix.R, | |
and an SAS blog post: | |
blogs.sas.com/content/iml/2012/02/08/use-the-cholesky- | |
transformation-to-correlate-and-uncorrelate-variables.html | |
''' | |
import numpy as np | |
import scipy.linalg as la |