def ols_r_squared(x):
out = np.zeros(2)
a = x[:, :1]
b = x[:, 1:]
slope = ols(a, b)[0][0]
r2 = r_squared(a, b)[0][0]
out[0] = slope
out[1] = r2
return out
def assert_singular_matrix_raises(A, b):
with raises(np.linalg.LinAlgError) as e:
_ = ols(A, b)
assert e.value.args[0] == 'Singular matrix'
def test_versus_statsmodels_params(self):
A, b, sm_model = self.statsmodels_test_fixtures()
output = ols(*self.fn(A, b))
assert np.allclose(output, sm_model.params)
def ols_wrap(x):
a = x[:, :1]
b = x[:, 1:]
return ols(a, b)[0][0]