Example #1
0
 def test_detrend_linear(self):
     n = 100
     x = np.random.randn(n)
     dtx = detrend_linear(x)
     eps = np.finfo(dtx.dtype).eps
     ord_mag = int(np.floor(np.log10(n)))
     rtol = 10.0 ** (1 - ord_mag) + (ord_mag - 1)
     assert_allclose(dtx.mean(), 0.0, rtol=rtol, atol=eps)
     assert_allclose(dtx.std(), 1.0, rtol=rtol, atol=eps)
Example #2
0
 def test_detrend_linear_series(self):
     n = 5
     x = Series(np.random.randn(n))
     dtx = detrend_linear(x)
     m = dtx.mean()
     s = dtx.std()
     ord_mag = int(np.floor(np.log10(n)))
     rtol = 10 ** (1 - ord_mag) + (ord_mag - 1)
     eps = np.finfo(float).eps * 10
     assert_allclose(m, 0.0, rtol=rtol, atol=eps)
     assert_allclose(s, 1.0, rtol=rtol, atol=eps)