def test_cvf_nomasked(self):
(mdeaths, fdeaths) = (self.mdeaths, self.fdeaths)
cvfm = cvf(mdeaths, mdeaths)
assert_almost_equal(avf(mdeaths), cvfm)
cvfmf = cvf(mdeaths, fdeaths)
assert_almost_equal(cvfmf[:16].round(), [
74941, 56473, 27961, -820, -29395, -47777, -52855, -46871, -29427,
-1390, 30090, 50403, 55378, 49061, 27739, -260
])
assert_almost_equal(cvfmf[-15:].round(), [
1156,
28067,
47243,
54365,
47740,
26100,
-1883,
-29299,
-46964,
-52031,
-46368,
-26827,
1517,
31105,
57137,
])
def test_avf_masked(self):
presidents = ma.fix_invalid(self.presidents)
# periodogram : True
avfp = avf(presidents)
assert_almost_equal(avfp[:21].round(2),
[241.74,185.75,159.63,116.92, 95.91, 60.36, 45.69,
34.97, 31.74, 10.91, 7.48, 1.32, 11.70, 7.71,
13.57, 4.16, -1.05, -9.76,-11.24,-15.67,-12.32])
# preiodogram : False
avfp = avf(presidents,0)
pz = presidents.anom()
mz = (~pz.mask).astype(int)
assert_almost_equal(avfp[:21],
np.r_[[pz.var()],
[(pz[k:]*pz[:-k]).sum()/(mz[k:]*mz[:-k]).sum()
for k in range(1,21)]])
def test_avf_masked(self):
presidents = ma.fix_invalid(self.presidents)
# periodogram : True
avfp = avf(presidents)
assert_almost_equal(avfp[:21].round(2), [
241.74, 185.75, 159.63, 116.92, 95.91, 60.36, 45.69, 34.97, 31.74,
10.91, 7.48, 1.32, 11.70, 7.71, 13.57, 4.16, -1.05, -9.76, -11.24,
-15.67, -12.32
])
# preiodogram : False
avfp = avf(presidents, 0)
pz = presidents.anom()
mz = (~pz.mask).astype(int)
assert_almost_equal(
avfp[:21],
np.r_[[pz.var()],
[(pz[k:] * pz[:-k]).sum() / (mz[k:] * mz[:-k]).sum()
for k in range(1, 21)]])
def test_avf_nomasked(self):
"Tests avf - no masked values"
n = 100
x = np.random.rand(n)
x = x - x.mean()
# periodogram = True
avfx = avf(x)
assert_almost_equal(avfx[0], x.var(ddof=0))
assert_almost_equal(avfx[:n],
np.r_[float(x.var()),
np.fromiter(((x[k:]*x[:-k]).sum()/n
for k in range(1,n)), float)])
# periodogram = False
avfx = avf(x,False)
assert_almost_equal(avfx[0], x.var(ddof=0))
assert_almost_equal(avfx[:n],
np.r_[float(x.var()),
np.fromiter(((x[k:]*x[:-k]).mean()
for k in range(1,n)), float)])
def test_avf_nomasked(self):
"Tests avf - no masked values"
n = 100
x = np.random.rand(n)
x = x - x.mean()
# periodogram = True
avfx = avf(x)
assert_almost_equal(avfx[0], x.var(ddof=0))
assert_almost_equal(
avfx[:n], np.r_[float(x.var()),
np.fromiter(((x[k:] * x[:-k]).sum() / n
for k in range(1, n)), float)])
# periodogram = False
avfx = avf(x, False)
assert_almost_equal(avfx[0], x.var(ddof=0))
assert_almost_equal(
avfx[:n],
np.r_[float(x.var()),
np.fromiter(
((x[k:] * x[:-k]).mean() for k in range(1, n)), float)])
def test_cvf_nomasked(self):
(mdeaths, fdeaths) = (self.mdeaths, self.fdeaths)
cvfm = cvf(mdeaths,mdeaths)
assert_almost_equal(avf(mdeaths), cvfm)
cvfmf = cvf(mdeaths,fdeaths)
assert_almost_equal(cvfmf[:16].round(),
[ 74941, 56473, 27961, -820,-29395,-47777,-52855,
-46871,-29427, -1390, 30090, 50403,55378, 49061,
27739,-260])
assert_almost_equal(cvfmf[-15:].round(),
[ 1156, 28067, 47243, 54365, 47740, 26100, -1883,
-29299,-46964,-52031,-46368,-26827, 1517, 31105,
57137,])
