htfa.dynamic_connectivity¶
- htfa.dynamic_connectivity(weights, window)[source]¶
Sliding-window Pearson correlation between factor time courses.
- Parameters:
- weightsndarray, shape (K, T)
Factor weights over samples.
- windowint
Window length in samples (2 <= window <= T).
- Returns:
- ndarray, shape (T - window + 1, K, K)
Examples
>>> import numpy as np >>> w = np.random.default_rng(0).standard_normal((3, 50)) >>> dynamic_connectivity(w, 20).shape (31, 3, 3)