Changes to get PDC method in connectivity to work

scot/var.py

@@ -72,7 +72,7 @@ def fit(self, data):
             # regularized least squares (ridge regression)
             x, y = self._construct_eqns_rls(data)
 
-        b, res, rank, s = sp.linalg.lstsq(x, y)
+        b, res, rank, s = np.linalg.lstsq(x, y)
 
         self.coef = b.transpose()
 

scot/varbase.py

@@ -340,22 +340,22 @@ def _construct_eqns(self, data):
 def _construct_var_eqns(data, p, delta=None):
         """Construct VAR equation system (optionally with RLS constraint).
         """
-        t, m, l = np.shape(data)
+        t, l, m = np.shape(data)
         n = (l - p) * t  # number of linear relations
         rows = n if delta is None else n + m * p
 
         # Construct matrix x (predictor variables)
         x = np.zeros((rows, m * p))
         for i in range(m):
             for k in range(1, p + 1):
-                x[:n, i * p + k - 1] = np.reshape(data[:, i, p - k:-k].T, n)
+                x[:n, i * p + k - 1] = np.reshape(data[:, p - k:-k, i], n)
         if delta is not None:
             np.fill_diagonal(x[n:, :], delta)
 
         # Construct vectors yi (response variables for each channel i)
         y = np.zeros((rows, m))
         for i in range(m):
-            y[:n, i] = np.reshape(data[:, i, p:].T, n)
+            y[:n, i] = np.reshape(data[:, p:, i], n)
 
         return x, y