def test_white(self):
reg = BaseTSLS(self.y, self.X, self.yd, self.q, robust='white')
betas = np.array([[88.46579584], [0.5200379], [-1.58216593]])
np.testing.assert_allclose(reg.betas, betas, RTOL)
vm = np.array([[208.27139316, 15.6687805, -11.53686154],
[15.6687805, 2.26882747, -1.30312033],
[-11.53686154, -1.30312033, 0.81940656]])
np.testing.assert_allclose(reg.vm, vm, RTOL)
def test_n_k(self):
reg = BaseTSLS(self.y, self.X, self.yd, self.q, sig2n_k=True)
betas = np.array([[88.46579584], [0.5200379], [-1.58216593]])
np.testing.assert_allclose(reg.betas, betas, RTOL)
vm = np.array([[243.99486949, 11.04572682, -10.16711028],
[11.04572682, 2.13183469, -1.08467261],
[-10.16711028, -1.08467261, 0.67018062]])
np.testing.assert_allclose(reg.vm, vm, RTOL)
def test_basic(self):
reg = BaseTSLS(self.y, self.X, self.yd, self.q)
betas = np.array([[88.46579584], [0.5200379], [-1.58216593]])
np.testing.assert_allclose(reg.betas, betas, RTOL)
h_0 = np.array([1., 19.531, 5.03])
np.testing.assert_allclose(reg.h.toarray()[0], h_0)
hth = np.array([[49., 704.371999, 139.75],
[704.371999, 11686.67338121, 2246.12800625],
[139.75, 2246.12800625, 498.5851]])
np.testing.assert_allclose(reg.hth, hth, RTOL)
hthi = np.array([[0.1597275, -0.00762011, -0.01044191],
[-0.00762011, 0.00100135, -0.0023752],
[-0.01044191, -0.0023752, 0.01563276]])
np.testing.assert_allclose(reg.hthi, hthi, RTOL)
self.assertEqual(reg.k, 3)
self.assertEqual(reg.kstar, 1)
np.testing.assert_allclose(reg.mean_y, 35.128823897959187, RTOL)
self.assertEqual(reg.n, 49)
pfora1a2 = np.array([[9.58156106, -0.22744226, -0.13820537],
[0.02580142, 0.08226331, -0.03143731],
[-3.13896453, -0.33487872, 0.20690965]])
np.testing.assert_allclose(reg.pfora1a2, pfora1a2, RTOL)
predy_5 = np.array([[-28.68949467], [28.99484984], [55.07344824],
[38.26609504], [57.57145851]])
np.testing.assert_allclose(reg.predy[0:5], predy_5, RTOL)
q_5 = np.array([[5.03], [4.27], [3.89], [3.7], [2.83]])
np.testing.assert_array_equal(reg.q[0:5], q_5)
np.testing.assert_allclose(reg.sig2n_k, 587.56797852699822, RTOL)
np.testing.assert_allclose(reg.sig2n, 551.5944288212637, RTOL)
np.testing.assert_allclose(reg.sig2, 551.5944288212637, RTOL)
np.testing.assert_allclose(reg.std_y, 16.732092091229699, RTOL)
u_5 = np.array([[44.41547467], [-10.19309584], [-24.44666724],
[-5.87833504], [-6.83994851]])
np.testing.assert_allclose(reg.u[0:5], u_5, RTOL)
np.testing.assert_allclose(reg.utu, 27028.127012241919, RTOL)
varb = np.array([[0.41526237, 0.01879906, -0.01730372],
[0.01879906, 0.00362823, -0.00184604],
[-0.01730372, -0.00184604, 0.0011406]])
np.testing.assert_allclose(reg.varb, varb, RTOL)
vm = np.array([[229.05640809, 10.36945783, -9.54463414],
[10.36945783, 2.0013142, -1.01826408],
[-9.54463414, -1.01826408, 0.62914915]])
np.testing.assert_allclose(reg.vm, vm, RTOL)
x_0 = np.array([1., 19.531])
np.testing.assert_allclose(reg.x.toarray()[0], x_0, RTOL)
y_5 = np.array([[15.72598], [18.801754], [30.626781], [32.38776],
[50.73151]])
np.testing.assert_allclose(reg.y[0:5], y_5, RTOL)
yend_5 = np.array([[80.467003], [44.567001], [26.35], [33.200001],
[23.225]])
np.testing.assert_allclose(reg.yend[0:5], yend_5, RTOL)
z_0 = np.array([1., 19.531, 80.467003])
np.testing.assert_allclose(reg.z.toarray()[0], z_0, RTOL)
zthhthi = np.array([[1.00000000e+00, -1.66533454e-16, 4.44089210e-16],
[0.00000000e+00, 1.00000000e+00, 0.00000000e+00],
[1.26978671e+01, 1.05598709e+00, 3.70212359e+00]])
# np.testing.assert_allclose(reg.zthhthi, zthhthi,RTOL)
np.testing.assert_array_almost_equal(reg.zthhthi, zthhthi, 7)
def test_hac(self):
gwk = pysal.lib.weights.Kernel.from_shapefile(
pysal.lib.examples.get_path('columbus.shp'),
k=15,
function='triangular',
fixed=False)
reg = BaseTSLS(self.y, self.X, self.yd, self.q, robust='hac', gwk=gwk)
betas = np.array([[88.46579584], [0.5200379], [-1.58216593]])
np.testing.assert_allclose(reg.betas, betas, RTOL)
vm = np.array([[231.07254978, 15.42050291, -11.3941033],
[15.01376346, 1.92422887, -1.11865505],
[-11.34381641, -1.1279227, 0.72053806]])
np.testing.assert_allclose(reg.vm, vm, RTOL)