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jakobrunge / tigramite

Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at
https://jakobrunge.github.io/tigramite/
GNU General Public License v3.0
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Scaling CMI estimation #407

Open kenneth-lee-ch opened 2 weeks ago

kenneth-lee-ch commented 2 weeks ago

I was using the method here: https://github.com/jakobrunge/tigramite/blob/master/tigramite/independence_tests/cmisymb.py. There was an error thrown when the conditioning set size was larger than 32 from the following line

    _, hist = crosstab(*(np.asarray(np.split(array, len(xyz), axis=0)).reshape((-1, T))), levels=levels,
                        sparse=False)

The error was coming from scipy :

    count = np.zeros(shape, dtype=int)
ValueError: maximum supported dimension for an ndarray is 32, found 34

Is this an known issue? Any suggestions on resolving this issue?