Calculate and show the covariance matrix for template noise.

jorge-noise-covmat.py

from numpy import *
from pylab import *
from glob import glob
from scipy.stats import nanmean


NN = '088'  # change this


fileglob = 'Residuals_NN' + NN + '_Index*'
print 'Using', fileglob, '\n'
filenames = glob(fileglob)
filenames.sort()

arr = []
for f in filenames:
	a = loadtxt(f, unpack=True)
	#print nanmean(a)
	a = a - nanmean(a)
	arr.append(a)

print len(arr), '"realizations" of', shape(arr)[1], 'variables\n'
nr = len(arr)
nv = shape(arr)[1]

arr_wn = nan_to_num(arr) # replace nan with 0 (should we do this?)
R = corrcoef(arr_wn)

pcolor(R)
cb = colorbar()
yticks(arange(0.5,nr+0.5),range(1,nr+1))
xticks(arange(0.5,nr+0.5),range(1,nr+1))
xlim([0,nr])
ylim([0,nr])
show()