def test_odd_length_filter(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = self.data[0]
res = convolution_filter(x, [.75, .5, .3, .2, .1])
expected = self.expected.conv2_odd
np.testing.assert_almost_equal(res.values.squeeze(), expected)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
res = convolution_filter(x, [.75, .5, .3, .2, .1], nsides=1)
expected = self.expected.conv1_odd
np.testing.assert_almost_equal(res.values.squeeze(), expected)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
# with no NAs
# not a stable filter
res = recursive_filter(x, [.75, .5, .3, .2, .1], init=[150, 100,
125, 135,
145])
expected = self.expected.recurse_odd
# only have 12 characters in R and this blows up and gets big
np.testing.assert_almost_equal(res.values.squeeze(), expected, 4)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
def test_odd_length_filter(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = self.data[0]
res = convolution_filter(x, [.75, .5, .3, .2, .1])
expected = self.expected.conv2_odd
np.testing.assert_almost_equal(res.values.squeeze(), expected)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
res = convolution_filter(x, [.75, .5, .3, .2, .1], nsides=1)
expected = self.expected.conv1_odd
np.testing.assert_almost_equal(res.values.squeeze(), expected)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
# with no NAs
# not a stable filter
res = recursive_filter(x, [.75, .5, .3, .2, .1], init=[150, 100,
125, 135,
145])
expected = self.expected.recurse_odd
# only have 12 characters in R and this blows up and gets big
np.testing.assert_almost_equal(res.values.squeeze(), expected, 4)
np.testing.assert_(res.index[0] == start)
np.testing.assert_(res.index[-1] == end)
def test_pandas2d(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = concat((self.data[0], self.data[0]), axis=1)
res = convolution_filter(x, [[.75, .75], [.25, .25]])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
def test_pandas2d(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = concat((self.data[0], self.data[0]), axis=1)
res = convolution_filter(x, [[.75, .75], [.25, .25]])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
def test_convolution(self):
x = self.data.values.squeeze()
res = convolution_filter(x, [.75, .25])
expected = self.expected.conv2
np.testing.assert_almost_equal(res, expected)
res = convolution_filter(x, [.75, .25], nsides=1)
expected = self.expected.conv1
np.testing.assert_almost_equal(res, expected)
x = self.datana.values.squeeze()
res = convolution_filter(x, [.75, .25])
expected = self.expected.conv2_na
np.testing.assert_almost_equal(res, expected)
res = convolution_filter(x, [.75, .25], nsides=1)
expected = self.expected.conv1_na
np.testing.assert_almost_equal(res, expected)
def test_convolution(self):
x = self.data.values.squeeze()
res = convolution_filter(x, [.75, .25])
expected = self.expected.conv2
np.testing.assert_almost_equal(res, expected)
res = convolution_filter(x, [.75, .25], nsides=1)
expected = self.expected.conv1
np.testing.assert_almost_equal(res, expected)
x = self.datana.values.squeeze()
res = convolution_filter(x, [.75, .25])
expected = self.expected.conv2_na
np.testing.assert_almost_equal(res, expected)
res = convolution_filter(x, [.75, .25], nsides=1)
expected = self.expected.conv1_na
np.testing.assert_almost_equal(res, expected)
def test_convolution2d(self):
x = self.data.values
res = convolution_filter(x, [[.75], [.25]])
expected = self.expected.conv2
np.testing.assert_almost_equal(res, expected[:, None])
res = convolution_filter(np.c_[x, x], [[.75, .75], [.25, .25]])
np.testing.assert_almost_equal(res, np.c_[expected, expected])
res = convolution_filter(x, [[.75], [.25]], nsides=1)
expected = self.expected.conv1
np.testing.assert_almost_equal(res, expected[:, None])
x = self.datana.values
res = convolution_filter(x, [[.75], [.25]])
expected = self.expected.conv2_na
np.testing.assert_almost_equal(res, expected[:, None])
res = convolution_filter(x, [[.75], [.25]], nsides=1)
expected = self.expected.conv1_na
np.testing.assert_almost_equal(res, expected[:, None])
def test_convolution2d(self):
x = self.data.values
res = convolution_filter(x, [[.75], [.25]])
expected = self.expected.conv2
np.testing.assert_almost_equal(res, expected[:, None])
res = convolution_filter(np.c_[x, x], [[.75, .75], [.25, .25]])
np.testing.assert_almost_equal(res, np.c_[expected, expected])
res = convolution_filter(x, [[.75], [.25]], nsides=1)
expected = self.expected.conv1
np.testing.assert_almost_equal(res, expected[:, None])
x = self.datana.values
res = convolution_filter(x, [[.75], [.25]])
expected = self.expected.conv2_na
np.testing.assert_almost_equal(res, expected[:, None])
res = convolution_filter(x, [[.75], [.25]], nsides=1)
expected = self.expected.conv1_na
np.testing.assert_almost_equal(res, expected[:, None])
def test_pandas(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = self.data[0]
res = convolution_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
res = convolution_filter(x, [.75, .25], nsides=1)
assert_(res.index[0] == start)
# with no nan-padding q1 if not
assert_(res.index[-1] == end)
res = recursive_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
x = self.datana
res = recursive_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
def test_pandas(self):
start = datetime(1951, 3, 31)
end = datetime(1958, 12, 31)
x = self.data[0]
res = convolution_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
res = convolution_filter(x, [.75, .25], nsides=1)
assert_(res.index[0] == start)
# with no nan-padding q1 if not
assert_(res.index[-1] == end)
res = recursive_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)
x = self.datana
res = recursive_filter(x, [.75, .25])
assert_(res.index[0] == start)
assert_(res.index[-1] == end)