Charlie Windolf cwindolf

cwindolf / whiten.py

Last active July 13, 2021 15:30 — forked from joelouismarino/whiten.py

Python library for whitening and coloring data

	'''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

cwindolf / noint.py

Last active February 23, 2020 21:12 — forked from tcwalther/delayedinterrupt.py

Interrupt-atomic decorator / context manager

	"""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.