Beispiel #1
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def test_iid_unequal_equiv():
    rs = RandomState(0)
    x = rs.standard_normal(500)
    rs1 = RandomState(0)
    bs1 = IIDBootstrap(x, random_state=rs1)

    rs2 = RandomState(0)
    bs2 = IndependentSamplesBootstrap(x, random_state=rs2)

    v1 = bs1.var(np.mean)
    v2 = bs2.var(np.mean)
    assert_allclose(v1, v2)
Beispiel #2
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def test_iid_unequal_equiv():
    rs = RandomState(0)
    x = rs.randn(500)
    rs1 = RandomState(0)
    bs1 = IIDBootstrap(x, random_state=rs1)

    rs2 = RandomState(0)
    bs2 = IndependentSamplesBootstrap(x, random_state=rs2)

    v1 = bs1.var(np.mean)
    v2 = bs2.var(np.mean)
    assert_allclose(v1, v2)
Beispiel #3
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def test_iid_unequal_equiv():
    rs = RandomState(0)
    x = rs.standard_normal(500)
    rs1 = RandomState(0)
    bs1 = IIDBootstrap(x, random_state=rs1)

    rs2 = RandomState(0)
    bs2 = IndependentSamplesBootstrap(x, random_state=rs2)

    v1 = bs1.var(np.mean)
    v2 = bs2.var(np.mean)
    assert_allclose(v1, v2)
    assert isinstance(bs2.index, tuple)
    assert isinstance(bs2.index[0], list)
    assert isinstance(bs2.index[0][0], np.ndarray)
    assert bs2.index[0][0].shape == x.shape
Beispiel #4
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def test_unequal_bs():
    def mean_diff(*args):
        return args[0].mean() - args[1].mean()

    rs = RandomState(0)
    x = rs.standard_normal(800)
    y = rs.standard_normal(200)

    bs = IndependentSamplesBootstrap(x, y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    ci = bs.conf_int(mean_diff)
    assert ci[0] < ci[1]
    applied = bs.apply(mean_diff, 1000)
    assert len(applied) == 1000

    x = pd.Series(x)
    y = pd.Series(y)
    bs = IndependentSamplesBootstrap(x, y)
    variance = bs.var(mean_diff)
    assert variance > 0

    with pytest.raises(ValueError, match="BCa cannot be applied"):
        bs.conf_int(mean_diff, method="bca")
Beispiel #5
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def test_unequal_bs():
    def mean_diff(*args):
        return args[0].mean() - args[1].mean()

    rs = RandomState(0)
    x = rs.randn(800)
    y = rs.randn(200)

    bs = IndependentSamplesBootstrap(x, y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    ci = bs.conf_int(mean_diff)
    assert ci[0] < ci[1]
    applied = bs.apply(mean_diff, 1000)
    assert len(applied) == 1000

    x = pd.Series(x)
    y = pd.Series(y)
    bs = IndependentSamplesBootstrap(x, y)
    variance = bs.var(mean_diff)
    assert variance > 0
Beispiel #6
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def test_unequal_bs_kwargs():
    def mean_diff(x, y):
        return x.mean() - y.mean()

    rs = RandomState(0)
    x = rs.standard_normal(800)
    y = rs.standard_normal(200)

    bs = IndependentSamplesBootstrap(x=x, y=y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    ci = bs.conf_int(mean_diff)
    assert ci[0] < ci[1]
    applied = bs.apply(mean_diff, 1000)

    x = pd.Series(x)
    y = pd.Series(y)
    bs = IndependentSamplesBootstrap(x=x, y=y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0

    assert len(applied) == 1000
Beispiel #7
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def test_unequal_bs():
    def mean_diff(*args):
        return args[0].mean() - args[1].mean()

    rs = RandomState(0)
    x = rs.randn(800)
    y = rs.randn(200)

    bs = IndependentSamplesBootstrap(x, y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    ci = bs.conf_int(mean_diff)
    assert ci[0] < ci[1]
    applied = bs.apply(mean_diff, 1000)
    assert len(applied) == 1000

    x = pd.Series(x)
    y = pd.Series(y)
    bs = IndependentSamplesBootstrap(x, y)
    variance = bs.var(mean_diff)
    assert variance > 0
Beispiel #8
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def test_unequal_reset():
    def mean_diff(*args):
        return args[0].mean() - args[1].mean()

    rs = RandomState(0)
    x = rs.standard_normal(800)
    y = rs.standard_normal(200)
    orig_state = rs.get_state()
    bs = IndependentSamplesBootstrap(x, y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    bs.reset()
    state = bs.get_state()
    assert_equal(state[1], orig_state[1])

    bs = IndependentSamplesBootstrap(x, y)
    bs.seed(0)
    orig_state = bs.get_state()
    bs.var(mean_diff)
    bs.reset(use_seed=True)
    state = bs.get_state()
    assert_equal(state[1], orig_state[1])
Beispiel #9
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def test_unequal_reset():
    def mean_diff(*args):
        return args[0].mean() - args[1].mean()

    rs = RandomState(0)
    x = rs.randn(800)
    y = rs.randn(200)
    orig_state = rs.get_state()
    bs = IndependentSamplesBootstrap(x, y, random_state=rs)
    variance = bs.var(mean_diff)
    assert variance > 0
    bs.reset()
    state = bs.get_state()
    assert_equal(state[1], orig_state[1])

    bs = IndependentSamplesBootstrap(x, y)
    bs.seed(0)
    orig_state = bs.get_state()
    bs.var(mean_diff)
    bs.reset(use_seed=True)
    state = bs.get_state()
    assert_equal(state[1], orig_state[1])