Ejemplo n.º 1
0
 def test_set_bounds_for_Q_robust(self):
     self.robust_bounds = True
     expected = np.zeros(100, dtype=object)
     expected[:] = None
     expected[10: 30] = 0.001
     smo._set_bounds_for_Q(self, slice(10, 30))
     aae(self.lower_bound, expected)
def test_likelihood_value():
    df = pd.read_stata("skillmodels/tests/estimation/chs_test_ex2.dta")
    df.set_index(["id", "period"], inplace=True)
    with open("skillmodels/tests/estimation/test_model2.json") as j:
        model_dict = json.load(j)

    mod = SkillModel(
        model_dict=model_dict, dataset=df, estimator="chs", model_name="test_model"
    )

    args = mod.likelihood_arguments_dict()

    params_df = pd.read_csv("skillmodels/tests/estimation/like_reg_params_new.csv")
    params_df["name2"].fillna("", inplace=True)
    params_df["name1"].replace("0", 0, inplace=True)
    params_df.set_index(["category", "period", "name1", "name2"], inplace=True)
    mod.start_params = params_df

    full_params = mod.generate_full_start_params()["value"]

    log_like_contributions = log_likelihood_contributions(full_params, **args)
    like_contributions = np.exp(log_like_contributions)
    small = 1e-250
    like_vec = np.prod(like_contributions, axis=0)
    like_vec[like_vec < small] = small
    res = np.log(like_vec)

    in_path = "skillmodels/tests/estimation/regression_test_fixture.pickle"
    with open(in_path, "rb") as p:
        last_result = pickle.load(p)

    aaae(res, last_result)
Ejemplo n.º 3
0
    def test_predict_ff_mocked_same_result_in_second(self, mock_tsp, mock_pp):
        # this test makes sure that y copy arrays where necessary
        mock_tsp.side_effect = fake_tsp
        self.likelihood_arguments_dict = Mock(return_value=self.lh_args)

        calc1 = smo._predict_final_factors(self, self.change)
        calc2 = smo._predict_final_factors(self, self.change)
        aaae(calc1, calc2)
Ejemplo n.º 4
0
 def test_set_bounds_P_zero_restricted_not_robust(self):
     self.robust_bounds = False
     self.restrict_P_zeros = True
     expected = np.zeros(100, dtype=object)
     expected[:] = None
     expected[self.bound_indices[:4]] = 0.0
     smo._set_bounds_for_P_zero(self, slice(10, 20))
     aae(self.lower_bound, expected)
Ejemplo n.º 5
0
 def test_params_slice_deltas(self):
     arr0 = np.ones((4, 2), dtype=bool)
     arr1 = np.ones((6, 3), dtype=bool)
     arr1[(0, 1), :] = 0
     self._deltas_bool = Mock(return_value=[arr0, arr1, arr0])
     self._general_params_slice = Mock()
     smo._params_slice_for_deltas(self, 'short')
     self._general_params_slice.assert_has_calls(
         [call(8), call(12), call(8)])
Ejemplo n.º 6
0
    def test_set_bounds_for_X_zero(self):
        self.lower_bound = np.empty(100, dtype=object)
        self.lower_bound[:] = None

        params_slice = slice(10, 22)

        expected = self.lower_bound.copy()
        expected[[16, 20]] = 0

        smo._set_bounds_for_X_zero(self, params_slice=params_slice)

        aae(self.lower_bound, expected)
Ejemplo n.º 7
0
    def test_loadings_intercepts_transparams_anchparams_and_xzeros(self):
        self.nobs = 5000
        self.base_meas_sd = 0.00001
        self.base_trans_sd = 0.00001
        self.anch_sd = 0.1

        self.true_meas_sd = self.true_loadings * self.base_meas_sd
        self.true_meas_var = self.true_meas_sd**2
        self.true_trans_sd = self.base_trans_sd * np.arange(
            start=0.2, step=0.1, stop=0.75).reshape(self.nperiods - 1, 2)
        self.true_trans_var = self.true_trans_sd**2
        self.true_cov_matrix = np.array([[1.44, 0.05, 0.1], [0.05, 2.25, 0.0],
                                         [0.1, 0.0, 4.0]])
        self.true_P_zero = self.true_cov_matrix[np.triu_indices(self.nfac)]

        self.y_data = generate_test_data(
            nobs=self.nobs,
            factors=self.factor_names,
            periods=self.periods,
            included_positions=self.included_positions,
            meas_names=self.meas_names,
            initial_mean=self.true_X_zero,
            initial_cov=self.true_cov_matrix,
            intercepts=self.true_intercepts,
            loadings=self.true_loadings,
            meas_sd=self.true_meas_sd,
            gammas=self.true_gammas,
            trans_sd=self.true_trans_sd,
            anch_intercept=self.anch_intercept,
            anch_loadings=self.anch_loadings,
            anch_sd=self.anch_sd)

        wa_model = SkillModel(model_name='no_squares_translog',
                              dataset_name='test_data',
                              model_dict=model_dict,
                              dataset=self.y_data,
                              estimator='wa')

        calc_storage_df, calc_X_zero, calc_P_zero, calc_gammas, trans_vars, \
            anch_intercept, anch_loadings, anch_variance = \
            wa_model._calculate_wa_quantities()

        calc_loadings = calc_storage_df['loadings']
        calc_intercepts = calc_storage_df['intercepts']

        aaae(calc_loadings.values, self.true_loadings, decimal=3)
        aaae(calc_intercepts.values, self.true_intercepts, decimal=3)
        aaae(calc_X_zero, self.true_X_zero, decimal=1)
        for arr1, arr2 in zip(calc_gammas, self.true_gammas):
            aaae(arr1, arr2, decimal=3)
        assert_almost_equal(anch_intercept, 3.0, places=1)
        aaae(anch_loadings, self.anch_loadings, decimal=2)
def test_likelihood_value(model, params, data, model_name):
    mod = SkillModel(model_dict=model, dataset=data)
    full_params = mod.generate_full_start_params(params)["value"]
    args = mod.likelihood_arguments_dict()
    log_like_contributions = log_likelihood_contributions(full_params, **args)
    like_contributions = np.exp(log_like_contributions)
    small = 1e-250
    like_vec = np.prod(like_contributions, axis=0)
    like_vec[like_vec < small] = small
    res = np.log(like_vec)
    in_path = f"skillmodels/tests/regression/{model_name}_result.pickle"
    with open(in_path, "rb") as p:
        last_result = pickle.load(p)
    aaae(res, last_result)
Ejemplo n.º 9
0
 def test_marginal_effect_outcome_anch_outcome(self):
     self.anchoring = True
     self.me_anchor_on = True
     self.me_on = 'anch_outcome'
     exp = np.ones((10)) * 4
     calc = smo._marginal_effect_outcome(self, self.change)
     aaae(calc, exp)
Ejemplo n.º 10
0
 def test_predict_ff_intermediate_false_mocked(self, mock_tsp, mock_pp):
     mock_tsp.side_effect = fake_tsp
     self.likelihood_arguments_dict = Mock(return_value=self.lh_args)
     exp = np.ones((10, 2)) * 4
     exp[:, 0] = 12
     calc = smo._predict_final_factors(self, self.change)
     aaae(calc, exp)
Ejemplo n.º 11
0
 def test_all_bootstrap_params(self):
     calc_params = smo.all_bootstrap_params(self, params=np.ones(3))
     expected_params = pd.DataFrame(
         data=[[0.0] * 3, [1.0] * 3, [2.0] * 3],
         index=['rep_0', 'rep_1', 'rep_2'],
         columns=['p1', 'p2', 'p3'])
     assert_frame_equal(calc_params, expected_params)
Ejemplo n.º 12
0
 def test_all_variables_for_iv_equations_constant_factor(self):
     calc_meas_list = smo.all_variables_for_iv_equations(
         self, 1, 'f1', 'test')
     expected_meas_list = [
         ['y11_test', 'y12_test'],
         ['y07_copied_test', 'y08_copied_test']]
     assert_equal(calc_meas_list, expected_meas_list)
Ejemplo n.º 13
0
 def test_expand_params(self, mock_pt):
     mock_pt.transform_params_for_X_zero.return_value = np.arange(3)
     mock_pt.transform_params_for_trans_coeffs.return_value = np.ones(9)
     mock_pt.transform_params_for_P_zero.return_value = np.ones(3) * 17
     expected = np.array([0] * 5 + [1] * 9 + [0, 1, 2] + [17] * 3)
     aae(smo._transform_params(self, np.zeros(18), 'short_to_long'),
         expected)
Ejemplo n.º 14
0
    def test_initial_delta_with_controls_and_constants(self):

        expected = [np.zeros((6, 3)), np.zeros((3, 4)), np.zeros((4, 3))]

        calculated = SkillModel._initial_delta(self)
        for calc, ex in zip(calculated, expected):
            aae(calc, ex)
Ejemplo n.º 15
0
 def test_initial_trans_coeffs(self, mock_tf):
     mock_tf.nr_coeffs_first_func.return_value = 3
     mock_tf.nr_coeffs_second_func.return_value = 10
     expected = [np.zeros((2, 3)), np.zeros((2, 10))]
     initials = smo._initial_trans_coeffs(self)
     for i, e in zip(initials, expected):
         aae(i, e)
Ejemplo n.º 16
0
 def test_extended_meas_coeffs_no_constant_factor_and_intercepts_case(self):
     coeff_type = 'intercepts'
     calc_intercepts = smo.extended_meas_coeffs(self, coeff_type, 0)
     expected_intercepts = pd.Series(
         data=[0.8, 1.2, 1.6, 2.0],
         name='intercepts', index=['y01', 'y02', 'y03', 'y04'])
     assert_series_equal(calc_intercepts, expected_intercepts)
Ejemplo n.º 17
0
 def test_extendend_meas_coeffs_constant_factor_and_loadings_case(self):
     coeff_type = 'loadings'
     calc_loadings = smo.extended_meas_coeffs(self, coeff_type, 1)
     expected_loadings = pd.Series(
         data=[2.2, 2.6, 1.4, 1.8],
         name='loadings',
         index=['y11', 'y12', 'y03_copied', 'y04_copied'])
     assert_series_equal(calc_loadings, expected_loadings)
Ejemplo n.º 18
0
    def test_indepvar_permutations(self):
        ret_val = [['y1', 'y2'], ['y3', 'y4']]
        self.all_variables_for_iv_equations = Mock(return_value=ret_val)

        expected_xs = [
            ['y1', 'y3'], ['y1', 'y4'], ['y2', 'y3'], ['y2', 'y4']]
        calc_xs = smo.variable_permutations_for_iv_equations(self, 1, 1)[0]
        assert_equal(calc_xs, expected_xs)
Ejemplo n.º 19
0
 def test_residual_measurements(self):
     expected_data = np.array([
         [1.5, 2],
         [0.5, -2]])
     expected_resid = pd.DataFrame(
         expected_data, columns=['m1_resid', 'm2_resid'])
     calc_resid = smo.residual_measurements(self, period=1)
     assert_frame_equal(calc_resid, expected_resid)
Ejemplo n.º 20
0
 def test_x_zero_names_short_params(self):
     expected = [
         'X_zero__0__f1', 'X_zero__0__f2', 'X_zero__0__f3', 'X_zero__0__f4',
         'X_zero__1__f1', 'X_zero__1__f2', 'diff_X_zero__1__f3',
         'X_zero__1__f4',
         'X_zero__2__f1', 'X_zero__2__f2', 'diff_X_zero__2__f3',
         'X_zero__2__f4']
     assert_equal(smo._X_zero_names(self, params_type='short'), expected)
Ejemplo n.º 21
0
 def test_generate_bs_samples(self):
     np.random.seed(495)
     expected_samples = [
         ['id_1', 'id_1', 'id_1'],
         ['id_0', 'id_2', 'id_2'],
         ['id_2', 'id_2', 'id_1']]
     calc_samples = smo._generate_bs_samples(self)
     assert_equal(calc_samples, expected_samples)
Ejemplo n.º 22
0
    def test_set_bounds_for_trans_coeffs(self, mock_tf):
        lb = np.array([0, None, None], dtype=object)
        ub = np.array([None, None, 1], dtype=object)
        mock_tf.bounds_first_func.return_value = (lb, ub)
        del mock_tf.bounds_second_func
        sl = [[slice(0, 3)] * 2, [slice(3, 13), slice(13, 23)]]

        expected_lb = self.lower_bound.copy()
        expected_lb[0] = 0

        expected_ub = self.upper_bound.copy()
        expected_ub[2] = 1

        smo._set_bounds_for_trans_coeffs(self, sl)

        aae(self.lower_bound, expected_lb)
        aae(self.upper_bound, expected_ub)
Ejemplo n.º 23
0
def test_initial_w(mocker):  # noqa
    mocker.nobs = 10
    mocker.nemf = 3

    expected = np.ones((10, 3)) / 3

    calculated = SkillModel._initial_w(mocker)
    aae(calculated, expected)
Ejemplo n.º 24
0
 def test_generate_start_factors_cov_cholesky(self):
     self.nobs = 200000
     self.me_params = np.array([5, 10, 1, 0.1, 1.99749844])
     self.cholesky_of_P_zero = True
     calc_factors = smo._generate_start_factors(self)
     df = pd.DataFrame(calc_factors)
     calc_cov = df.cov().values
     aaae(calc_cov, self.exp_cov, decimal=2)
    def test_loadings_intercepts_transparams_anchparams_and_xzeros(self):
        self.nobs = 5000
        self.base_meas_sd = 0.00001
        self.base_trans_sd = 0.00001
        self.anch_sd = 0.1

        self.true_meas_sd = self.true_loadings * self.base_meas_sd
        self.true_meas_var = self.true_meas_sd ** 2
        self.true_trans_sd = self.base_trans_sd * np.arange(
            start=0.2, step=0.1, stop=0.75).reshape(self.nperiods - 1, 2)
        self.true_trans_var = self.true_trans_sd ** 2
        self.true_cov_matrix = np.array([[1.44, 0.05, 0.1],
                                         [0.05, 2.25, 0.0],
                                         [0.1, 0.0, 4.0]])
        self.true_P_zero = self.true_cov_matrix[np.triu_indices(self.nfac)]

        self.y_data = generate_test_data(
            nobs=self.nobs, factors=self.factor_names, periods=self.periods,
            included_positions=self.included_positions,
            meas_names=self.meas_names,
            initial_mean=self.true_X_zero, initial_cov=self.true_cov_matrix,
            intercepts=self.true_intercepts, loadings=self.true_loadings,
            meas_sd=self.true_meas_sd, gammas=self.true_gammas,
            trans_sd=self.true_trans_sd,
            anch_intercept=self.anch_intercept,
            anch_loadings=self.anch_loadings, anch_sd=self.anch_sd)

        wa_model = SkillModel(
            model_name='no_squares_translog', dataset_name='test_data',
            model_dict=model_dict, dataset=self.y_data, estimator='wa')

        calc_storage_df, calc_X_zero, calc_P_zero, calc_gammas, trans_vars, \
            anch_intercept, anch_loadings, anch_variance = \
            wa_model._calculate_wa_quantities()

        calc_loadings = calc_storage_df['loadings']
        calc_intercepts = calc_storage_df['intercepts']

        aaae(calc_loadings.values, self.true_loadings, decimal=3)
        aaae(calc_intercepts.values, self.true_intercepts, decimal=3)
        aaae(calc_X_zero, self.true_X_zero, decimal=1)
        for arr1, arr2 in zip(calc_gammas, self.true_gammas):
            aaae(arr1, arr2, decimal=3)
        assert_almost_equal(anch_intercept, 3.0, places=1)
        aaae(anch_loadings, self.anch_loadings, decimal=2)
Ejemplo n.º 26
0
 def test_initial_deltas_without_controls_besides_constant(self):
     self.controls = [[], [], []]
     exp1 = np.array([[3], [0], [0], [4], [0], [0]])
     exp2 = np.array([[5], [6], [0]])
     exp3 = np.array([[7], [0], [0], [0]])
     expected = [exp1, exp2, exp3]
     calculated = smo._initial_deltas(self)
     for calc, ex in zip(calculated, expected):
         aae(calc, ex)
Ejemplo n.º 27
0
 def test_anch_outcome_from_final_factors_with_linear_anchoring(self):
     self.anchoring = True
     self.anchoring_update_type = 'linear'
     self._anchor_final_factors = Mock(
         return_value=self.exp_anchored_factors)
     exp = np.ones(10) * 3.6
     calc = smo._anchoring_outcome_from_final_factors(
         self, self.final_factors, self.al, self.ai)
     aae(calc, exp)
Ejemplo n.º 28
0
    def test_initial_deltas_with_controls_and_constants(self):
        exp1 = np.array([
            [3, 0, 0], [0, 0, 0], [0, 0, 0], [4, 0, 0], [0, 0, 0], [0, 0, 0]])
        exp2 = np.array([[5, 0, 0, 0], [6, 0, 0, 0], [0, 0, 0, 0]])
        exp3 = np.array([[7, 0, 0], [0, 0, 0], [0, 0, 0], [0, 0, 0]])
        expected = [exp1, exp2, exp3]

        calculated = smo._initial_deltas(self)
        for calc, ex in zip(calculated, expected):
            aae(calc, ex)
Ejemplo n.º 29
0
    def test_deltas_bool_without_controls_besides_constants(self):
        exp1 = np.array([False, True, True, False, True, True]).reshape(6, 1)
        exp2 = np.array([False, False, True]).reshape(3, 1)
        exp3 = np.array([False, True, True, True]).reshape(4, 1)
        expected = [exp1, exp2, exp3]
        self.controls = [[], [], []]

        calculated = smo._deltas_bool(self)
        for calc, ex in zip(calculated, expected):
            aae(calc, ex)
Ejemplo n.º 30
0
 def test_predict_ff_intermediate_true_mocked(self, mock_tsp, mock_pp):
     mock_tsp.side_effect = fake_tsp
     self.likelihood_arguments_dict = Mock(return_value=self.lh_args)
     exp1 = np.ones((10, 2))
     exp2 = np.ones((10, 2)) * 2
     exp2[:, 0] = 4
     exp = [exp1, exp2]
     calc = smo._predict_final_factors(self, self.change, True)
     for c, e in zip(calc, exp):
         aaae(c, e)
Ejemplo n.º 31
0
def test_initial_p_normal_filters(p_mocker):
    p_mocker.square_root_filters = False
    expected = [np.zeros((10, 2, 3, 3)), np.zeros((20, 3, 3))]
    calculated = SkillModel._initial_p(p_mocker)
    for calc, exp in zip(calculated, expected):
        aae(calc, exp)

    # test that the second is pointing to the same data as the first.
    calc1, calc2 = calculated
    calc1 += 1
    aae(calc2, np.ones_like(calc2))
Ejemplo n.º 32
0
 def test_P_zero_names_long(self):
     self.nemf = 1
     self.nfac = 3
     self.factors = ['f1', 'f2', 'f3']
     self.restrict_P_zeros = False
     self.cholesky_of_P_zero = False
     fs = 'P_zero__0__{}__{}'
     expected = [fs.format('f1', 'f1'), fs.format('f1', 'f2'),
                 fs.format('f1', 'f3'), fs.format('f2', 'f2'),
                 fs.format('f2', 'f3'), fs.format('f3', 'f3')]
     assert_equal(smo._P_zero_names(self, params_type='long'), expected)
Ejemplo n.º 33
0
    def test_trans_coeffs_names(self, mock_tf):
        mock_tf.nr_coeffs_second_func.return_value = 2
        mock_tf.coeff_names_first_func.return_value = ['epsilon', 'psi', 'pi']
        del mock_tf.coeff_names_second_func
        expected = [
            'epsilon', 'psi', 'pi', 'trans_coeff__0__f2__0',
            'trans_coeff__0__f2__1', 'trans_coeff__1__f2__0',
            'trans_coeff__1__f2__1']

        assert_equal(smo._trans_coeffs_names(self, params_type='short'),
                     expected)
Ejemplo n.º 34
0
 def test_select_bootstrap_data(self):
     expected_data = pd.DataFrame(
         data=np.array([
             [0.0, 1.0, 2.0, 0.0, 1.0, 2.0, 0.0, 1.0, 2.0],
             [0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 3.0, 4.0, 5.0]]).T,
         columns=['period', 'arange'])
     expected_data['id'] = [
         'id_0', 'id_0', 'id_0', 'id_1', 'id_1', 'id_1',
         'id_1', 'id_1', 'id_1']
     calc_data = smo._select_bootstrap_data(self, 0)
     assert_frame_equal(calc_data, expected_data)
Ejemplo n.º 35
0
    def test_instrument_permutations(self):
        ret_val = [['y1_resid', 'y2_resid'], ['y3_resid', 'y4_resid']]
        self.all_variables_for_iv_equations = Mock(return_value=ret_val)

        expected_zs = [
            [['y2'], ['y4']],
            [['y2'], ['y3']],
            [['y1'], ['y4']],
            [['y1'], ['y3']]]
        calc_zs = smo.variable_permutations_for_iv_equations(self, 1, 1)[1]

        assert_equal(calc_zs, expected_zs)
Ejemplo n.º 36
0
 def test_params_slices_for_trans_coeffs(self, mock_tf):
     mock_tf.nr_coeffs_first_func.return_value = 3
     mock_tf.nr_coeffs_second_func.return_value = 10
     self._general_params_slice = Mock(
         side_effect=[slice(0, 3), slice(3, 13), slice(13, 23)])
     res = smo._params_slice_for_trans_coeffs(self, params_type='short')
     self._general_params_slice.assert_has_calls(
         [call(3), call(10), call(10)])
     mock_tf.nr_coeffs_first_func.assert_has_calls(
         [call(included_factors=['f1', 'f2'], params_type='short')])
     mock_tf.nr_coeffs_second_func.assert_has_calls(
         [call(included_factors=['f2'], params_type='short')] * 2)
     assert_equal([[slice(0, 3)] * 2, [slice(3, 13), slice(13, 23)]], res)
Ejemplo n.º 37
0
def test_initial_x(mocker):  # noqa
    mocker.nobs = 10
    mocker.nemf = 2
    mocker.nfac = 3

    exp1 = np.zeros((10, 2, 3))
    exp2 = np.zeros((20, 3))

    calc1, calc2 = SkillModel._initial_x(mocker)

    aae(calc1, exp1)
    aae(calc2, exp2)

    calc1 += 1
    aae(calc2, np.ones((20, 3)))
Ejemplo n.º 38
0
def test_initial_trans_coeffs(mocker):  # noqa
    mocker.factors = ["fac1", "fac2", "fac3"]
    mocker.transition_names = ["linear", "linear", "log_ces"]
    mocker.included_factors = [["fac1", "fac2"], ["fac2"], ["fac2", "fac3"]]
    mocker.nperiods = 5

    mock_linear = mocker.patch(
        "skillmodels.estimation.skill_model.tf.index_tuples_linear"
    )
    mock_linear.return_value = [0, 1, 2, 3]
    mock_log_ces = mocker.patch(
        "skillmodels.estimation.skill_model.tf.index_tuples_log_ces"
    )
    mock_log_ces.return_value = [0, 1, 2]

    expected = [np.zeros((4, 4)), np.zeros((4, 4)), np.zeros((4, 3))]

    calculated = SkillModel._initial_trans_coeffs(mocker)
    for calc, exp in zip(calculated, expected):
        aae(calc, exp)
Ejemplo n.º 39
0
 def test_julier_scaling_factor(self):
     expected_sf = 2.34520787991
     assert_almost_equal(SkillModel.sigma_scaling_factor(self), expected_sf)
Ejemplo n.º 40
0
    def test_pzero_and_measurement_variances(self):
        self.nobs = 20000

        self.true_gammas = [[[1.1, 0.01, 0.02, 0.0, 0.0, 0.0, 0.5],
                             [1.2, 0.03, 0.03, 0.0, 0.0, 0.0, 0.6],
                             [1.3, 0.05, 0.04, 0.0, 0.0, 0.0, 0.7]],
                            [[1.05, 0.01, 0.0, 0.25], [1.15, 0.04, 0.0, 0.75],
                             [1.25, 0.07, 0.0, 1.25]],
                            np.zeros((3, 0))]

        self.base_meas_sd = 0.15
        self.base_trans_sd = 1e-50
        self.anch_sd = 0.4

        self.true_meas_sd = self.true_loadings * self.base_meas_sd
        self.true_meas_var = self.true_meas_sd**2
        self.true_trans_sd = self.base_trans_sd * np.arange(
            start=0.2, step=0.1, stop=0.75).reshape(self.nperiods - 1, 2)
        self.true_trans_var = self.true_trans_sd**2

        self.true_cov_matrix = np.array([[1.0, 0.05, 0.05], [0.05, 1.0, 0.05],
                                         [0.05, 0.05, 1.0]])
        self.true_P_zero = self.true_cov_matrix[np.triu_indices(self.nfac)]

        self.y_data = generate_test_data(
            nobs=self.nobs,
            factors=self.factor_names,
            periods=self.periods,
            included_positions=self.included_positions,
            meas_names=self.meas_names,
            initial_mean=self.true_X_zero,
            initial_cov=self.true_cov_matrix,
            intercepts=self.true_intercepts,
            loadings=self.true_loadings,
            meas_sd=self.true_meas_sd,
            gammas=self.true_gammas,
            trans_sd=self.true_trans_sd,
            anch_intercept=self.anch_intercept,
            anch_loadings=self.anch_loadings,
            anch_sd=self.anch_sd)

        wa_model = SkillModel(model_name='no_squares_translog',
                              dataset_name='test_data',
                              model_dict=model_dict,
                              dataset=self.y_data,
                              estimator='wa')

        calc_storage_df, calc_X_zero, calc_P_zero, calc_gammas, trans_vars, \
            anch_intercept, anch_loadings, anch_variance = \
            wa_model._calculate_wa_quantities()

        # df = calc_storage_df.copy(deep=True)
        # df['true_meas_var'] = self.true_meas_var
        # df['diff'] = df['meas_error_variances'] - df['true_meas_var']
        # df['perc_diff'] = df['diff'] / df['true_meas_var']
        # df['true_loadings'] = self.true_loadings
        # print(df[['meas_error_variances', 'true_meas_var', 'diff', 'perc_diff',
        #           'loadings', 'true_loadings']])
        # print(df['diff'].mean())

        calc_epsilon_variances = calc_storage_df['meas_error_variances'].values
        # average_epsilon_diff = \
        #     (calc_epsilon_variances - self.true_meas_var).mean()
        aaae(calc_P_zero, self.true_P_zero, decimal=2)
        aaae(calc_epsilon_variances[:9], self.true_meas_var[:9], decimal=2)
        assert_almost_equal(np.sqrt(anch_variance), self.anch_sd, places=1)
Ejemplo n.º 41
0
def test_initial_q(mocker):  # noqa
    mocker.nperiods = 5
    mocker.nfac = 3
    expected = np.zeros((4, 3, 3))
    calculated = SkillModel._initial_q(mocker)
    aae(calculated, expected)
Ejemplo n.º 42
0
def test_initial_r(mocker):  # noqa
    mocker.nupdates = 8
    calculated = SkillModel._initial_r(mocker)
    expected = np.zeros(8)
    aae(calculated, expected)
Ejemplo n.º 43
0
def test_initial_h(mocker):  # noqa
    mocker.nfac = 5
    mocker.nupdates = 10
    calculated = SkillModel._initial_h(mocker)
    expected = np.zeros((10, 5))
    aae(calculated, expected)
Ejemplo n.º 44
0
 def test_initial_delta_without_controls_besides_constant(self):
     self.controls = [[], [], []]
     expected = [np.zeros((6, 1)), np.zeros((3, 1)), np.zeros((4, 1))]
     calculated = SkillModel._initial_delta(self)
     for calc, ex in zip(calculated, expected):
         aae(calc, ex)
Ejemplo n.º 45
0
 def test_julier_sigma_weight_construction(self):
     expected_sws = self.fixtures["julier_wm"]
     aae(SkillModel.sigma_weights(self)[0], expected_sws)