Beispiel #1
0
def test_statsmodels_routine(statsmodels_fixture):
    fix = statsmodels_fixture
    assert_array_almost_equal(
        gmm_cov(fix["mom_cond"], fix["mom_cond_jacob"],
                fix["weighting_matrix"]),
        fix["stats_cov"],
    )
Beispiel #2
0
def test_gmm_cov(fixtures_gmm_cov):
    fix = fixtures_gmm_cov
    assert_array_almost_equal(
        gmm_cov(fix["mom_cond"], fix["mom_cond_jacob"], fix["mom_weight"]),
        fix["cov_result"],
    )