def test_counter():
    #just check a basic example
    c = Counter('gallahad')
    res = [('a', 3), ('d', 1), ('g', 1), ('h', 1), ('l', 2)]
    msg = 'gallahad fails\n'+repr(sorted(iteritems(c)))
    assert_(sorted(iteritems(c)) == res, msg=msg)
from __future__ import print_function
from statsmodels.compat import iteritems, cStringIO

import numpy as np
import pandas as pd


sio = cStringIO.StringIO()
c = pd.read_hdf('kpss_critical_values.h5', 'c')
ct = pd.read_hdf('kpss_critical_values.h5', 'ct')

data = {'c': c, 'ct': ct}
for k, v in iteritems(data):
    n = v.shape[0]
    selected = np.zeros((n, 1), dtype=np.bool)
    selected[0] = True
    selected[-1] = True
    selected[v.index == 10.0] = True
    selected[v.index == 5.0] = True
    selected[v.index == 2.5] = True
    selected[v.index == 1.0] = True
    max_diff = 1.0
    while max_diff > 0.05:
        xp = np.squeeze(v[selected].values)
        yp = np.asarray(v[selected].index, dtype=np.float64)
        x = np.squeeze(v.values)
        y = np.asarray(v.index, dtype=np.float64)
        yi = np.interp(x, xp, yp)
        abs_diff = np.abs(y - yi)
        max_diff = np.max(abs_diff)
        if max_diff > 0.05:
Example #3
0
from __future__ import print_function
from statsmodels.compat import iteritems, cStringIO

import numpy as np
import pandas as pd

sio = cStringIO.StringIO()
c = pd.read_hdf('kpss_critical_values.h5', 'c')
ct = pd.read_hdf('kpss_critical_values.h5', 'ct')

data = {'c': c, 'ct': ct}
for k, v in iteritems(data):
    n = v.shape[0]
    selected = np.zeros((n, 1), dtype=np.bool)
    selected[0] = True
    selected[-1] = True
    selected[v.index == 10.0] = True
    selected[v.index == 5.0] = True
    selected[v.index == 2.5] = True
    selected[v.index == 1.0] = True
    max_diff = 1.0
    while max_diff > 0.05:
        xp = np.squeeze(v[selected].values)
        yp = np.asarray(v[selected].index, dtype=np.float64)
        x = np.squeeze(v.values)
        y = np.asarray(v.index, dtype=np.float64)
        yi = np.interp(x, xp, yp)
        abs_diff = np.abs(y - yi)
        max_diff = np.max(abs_diff)
        if max_diff > 0.05:
            selected[np.where(abs_diff == max_diff)] = True
def test_counter():
    #just check a basic example
    c = Counter('gallahad')
    res = [('a', 3), ('d', 1), ('g', 1), ('h', 1), ('l', 2)]
    msg = 'gallahad fails\n'+repr(sorted(iteritems(c)))
    assert_(sorted(iteritems(c)) == res, msg=msg)