def test_series_corr(setup):
rs = np.random.RandomState(0)
raw = rs.rand(20)
raw = pd.Series(np.where(raw > 0.4, raw, np.nan))
raw2 = rs.rand(20)
raw2 = pd.Series(np.where(raw2 > 0.4, raw2, np.nan))
s = Series(raw)
s2 = Series(raw2)
result = s.corr(s2)
assert result.execute().fetch() == raw.corr(raw2)
result = s.corr(s2, method='kendall')
assert result.execute().fetch() == raw.corr(raw2, method='kendall')
result = s.autocorr(2)
assert result.execute().fetch() == raw.autocorr(2)
s = Series(raw, chunk_size=6)
s2 = Series(raw2, chunk_size=4)
with pytest.raises(Exception):
s.corr(s2, method='kendall').execute()
result = s.corr(s2)
assert pytest.approx(result.execute().fetch()) == raw.corr(raw2)
result = s.corr(s2, min_periods=7)
assert pytest.approx(result.execute().fetch()) == raw.corr(raw2,
min_periods=7)
result = s.autocorr(2)
assert pytest.approx(result.execute().fetch()) == raw.autocorr(2)
def testSeriesCorr(self):
rs = np.random.RandomState(0)
raw = rs.rand(20)
raw = pd.Series(np.where(raw > 0.4, raw, np.nan))
raw2 = rs.rand(20)
raw2 = pd.Series(np.where(raw2 > 0.4, raw2, np.nan))
s = Series(raw)
s2 = Series(raw2)
result = s.corr(s2)
self.assertEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.corr(raw2))
result = s.corr(s2, method='kendall')
self.assertEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.corr(raw2, method='kendall'))
result = s.autocorr(2)
self.assertEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.autocorr(2))
s = Series(raw, chunk_size=6)
s2 = Series(raw2, chunk_size=4)
with self.assertRaises(Exception):
self.executor.execute_dataframe(s.corr(s2, method='kendall'),
concat=True)
result = s.corr(s2)
self.assertAlmostEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.corr(raw2))
result = s.corr(s2, min_periods=7)
self.assertAlmostEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.corr(raw2, min_periods=7))
result = s.autocorr(2)
self.assertAlmostEqual(
self.executor.execute_dataframe(result, concat=True)[0],
raw.autocorr(2))
