Python sm_yw Exemples

Exemple #1

def test_yule_walker():
    """Test Yule-Walker against statsmodels."""
    from statsmodels.regression.linear_model import yule_walker as sm_yw
    d = np.random.randn(100)
    sm_rho, sm_sigma = sm_yw(d, order=2)
    rho, sigma = _yule_walker(d[np.newaxis], order=2)
    assert_array_almost_equal(sm_sigma, sigma)
    assert_array_almost_equal(sm_rho, rho)

Exemple #2

Fichier : test_ar.py Projet : annapasca/mne-python

def test_yule_walker():
    """Test Yule-Walker against statsmodels."""
    from statsmodels.regression.linear_model import yule_walker as sm_yw
    d = np.random.randn(100)
    sm_rho, sm_sigma = sm_yw(d, order=2)
    rho, sigma = yule_walker(d, order=2)
    assert_array_almost_equal(sm_sigma, sigma)
    assert_array_almost_equal(sm_rho, rho)

Exemple #3

Fichier : test_ar.py Projet : bburan/mne-python

def test_yule_walker():
    """Test Yule-Walker against statsmodels
    """
    try:
        from statsmodels.regression.linear_model import yule_walker as sm_yw
        d = np.random.randn(100)
        sm_rho, sm_sigma = sm_yw(d, order=2)
        rho, sigma = yule_walker(d, order=2)
        assert_array_almost_equal(sm_sigma, sigma)
        assert_array_almost_equal(sm_rho, rho)
    except ImportError:
        raise nose.SkipTest("XFailed Test")

Exemple #4

Fichier : test_ar.py Projet : starzynski/mne-python

def test_yule_walker():
    """Test Yule-Walker against statsmodels
    """
    try:
        from statsmodels.regression.linear_model import yule_walker as sm_yw
        d = np.random.randn(100)
        sm_rho, sm_sigma = sm_yw(d, order=2)
        rho, sigma = yule_walker(d, order=2)
        assert_array_almost_equal(sm_sigma, sigma)
        assert_array_almost_equal(sm_rho, rho)
    except ImportError:
        raise nose.SkipTest("XFailed Test")