class TestLinearStateSpace(unittest.TestCase):
def setUp(self):
# Initial Values
A = .95
C = .05
G = 1.
mu_0 = .75
self.ss = LSS(A, C, G, mu_0)
def tearDown(self):
del self.ss
def test_stationarity(self):
vals = self.ss.stationary_distributions(max_iter=1000, tol=1e-9)
ssmux, ssmuy, sssigx, sssigy = vals
self.assertTrue(abs(ssmux - ssmuy) < 2e-8)
self.assertTrue(abs(sssigx - sssigy) < 2e-8)
self.assertTrue(abs(ssmux) < 2e-8)
self.assertTrue(abs(sssigx - self.ss.C/(1 - self.ss.A**2)))
def test_replicate(self):
xval, yval = self.ss.replicate(T=100, num_reps=5000)
assert_allclose(xval, yval)
self.assertEqual(xval.size, 5000)
self.assertLessEqual(abs(np.mean(xval)), .05)