Add two example files (previously only included in the text)

Author: mstimberg

examples/preprocess.py

@@ -0,0 +1,18 @@
+def whiten(data):
+    """
+    Return a whitened copy of the data, i.e. data with zero mean and unit
+    variance.
+
+    Parameters
+    ----------
+    data : ndarray
+        The data to whiten.
+
+    Returns
+    -------
+    whitened : ndarray
+        The whitened data.
+    """
+    centered = data - data.mean()
+    whitened = centered / data.std()
+    return whitened

examples/test_whiten.py

@@ -0,0 +1,20 @@
+from numpy.testing.utils import assert_allclose, assert_equal
+import numpy
+
+from preprocess import whiten
+
+def test_1d():
+    test_data = numpy.array([1, 3, 5, 7])
+    whitened = whiten(test_data)
+    assert_allclose(whitened.mean(), 0)
+    assert_allclose(whitened.std(), 1)
+    assert_allclose(whitened*test_data.std() + test_data.mean(),
+                    test_data)
+def test_2d():
+    test_data = numpy.array([[1, 3, 5, 7],
+                             [2, 3, 4, 1]])
+    whitened = whiten(test_data)
+    assert_allclose(whitened.mean(), 0)
+    assert_allclose(whitened.std(), 1)
+    assert_allclose(whitened*test_data.std() + test_data.mean(),
+                    test_data)