import numpy as np from numpy.testing import assert_almost_equal from statsmodels.datasets import star98 from statsmodels.emplike.descriptive import DescStat from .results.el_results import DescStatRes class GenRes(object): """ Reads in the data and creates class instance to be tested """ @classmethod def setup_class(cls): data = star98.load() data.exog = np.asarray(data.exog) desc_stat_data = data.exog[:50, 5] mv_desc_stat_data = data.exog[:50, 5:7] # mv = multivariate cls.res1 = DescStat(desc_stat_data) cls.res2 = DescStatRes() cls.mvres1 = DescStat(mv_desc_stat_data) class TestDescriptiveStatistics(GenRes): @classmethod def setup_class(cls): super(TestDescriptiveStatistics, cls).setup_class() def test_test_mean(self): assert_almost_equal(self.res1.test_mean(14), self.res2.test_mean_14, 4) def test_test_mean_weights(self): assert_almost_equal(self.res1.test_mean(14, return_weights=1)[2], self.res2.test_mean_weights, 4) def test_ci_mean(self): assert_almost_equal(self.res1.ci_mean(), self.res2.ci_mean, 4) def test_test_var(self): assert_almost_equal(self.res1.test_var(3), self.res2.test_var_3, 4) def test_test_var_weights(self): assert_almost_equal(self.res1.test_var(3, return_weights=1)[2], self.res2.test_var_weights, 4) def test_ci_var(self): assert_almost_equal(self.res1.ci_var(), self.res2.ci_var, 4) def test_mv_test_mean(self): assert_almost_equal(self.mvres1.mv_test_mean(np.array([14, 56])), self.res2.mv_test_mean, 4) def test_mv_test_mean_weights(self): assert_almost_equal(self.mvres1.mv_test_mean(np.array([14, 56]), return_weights=1)[2], self.res2.mv_test_mean_wts, 4) def test_test_skew(self): assert_almost_equal(self.res1.test_skew(0), self.res2.test_skew, 4) def test_ci_skew(self): # This will be tested in a round about way since MATLAB fails when # computing CI with multiple nuisance parameters. The process is: # # (1) Get CI for skewness from ci.skew() # (2) In MATLAB test the hypotheis that skew=results of test_skew. # (3) If p-value approx .05, test confirmed skew_ci = self.res1.ci_skew() lower_lim = skew_ci[0] upper_lim = skew_ci[1] ul_pval = self.res1.test_skew(lower_lim)[1] ll_pval = self.res1.test_skew(upper_lim)[1] assert_almost_equal(ul_pval, .050000, 4) assert_almost_equal(ll_pval, .050000, 4) def test_ci_skew_weights(self): assert_almost_equal(self.res1.test_skew(0, return_weights=1)[2], self.res2.test_skew_wts, 4) def test_test_kurt(self): assert_almost_equal(self.res1.test_kurt(0), self.res2.test_kurt_0, 4) def test_ci_kurt(self): # Same strategy for skewness CI kurt_ci = self.res1.ci_kurt(upper_bound=.5, lower_bound=-1.5) lower_lim = kurt_ci[0] upper_lim = kurt_ci[1] ul_pval = self.res1.test_kurt(upper_lim)[1] ll_pval = self.res1.test_kurt(lower_lim)[1] assert_almost_equal(ul_pval, .050000, 4) assert_almost_equal(ll_pval, .050000, 4) def test_joint_skew_kurt(self): assert_almost_equal(self.res1.test_joint_skew_kurt(0, 0), self.res2.test_joint_skew_kurt, 4) def test_test_corr(self): assert_almost_equal(self.mvres1.test_corr(.5), self.res2.test_corr, 4) def test_ci_corr(self): corr_ci = self.mvres1.ci_corr() lower_lim = corr_ci[0] upper_lim = corr_ci[1] ul_pval = self.mvres1.test_corr(upper_lim)[1] ll_pval = self.mvres1.test_corr(lower_lim)[1] assert_almost_equal(ul_pval, .050000, 4) assert_almost_equal(ll_pval, .050000, 4) def test_test_corr_weights(self): assert_almost_equal(self.mvres1.test_corr(.5, return_weights=1)[2], self.res2.test_corr_weights, 4)