def test_2_vector_api(data: np.ndarray):
assert np.isclose(corr(data[:, 0], data[:, 1])[0, 1], -0.1687177, atol=DP)
data[-1, 0] = np.nan
with np.errstate(invalid='ignore'):
# Adding ignore because comparing nans raise invalid runtime warning
assert np.isnan(corr(data[:, 0], data[:, 1])[0, 1])
assert np.isclose(corr(data[:, 0], data[:, 1], use='complete')[0, 1],
-0.16634284,
atol=DP)
assert np.isclose(corr(data[:, 0], data[:, 1], use='complete')[0, 1],
-0.16634284,
atol=DP)
def test_raise_error_if_x_y_not_vector():
with pytest.raises(ValueError):
corr(np.zeros((10, 2)), np.zeros(10))
with pytest.raises(ValueError):
corr(np.zeros(10), np.zeros((10, 2)))
with pytest.raises(ValueError):
corr(np.zeros((10, 2)), np.zeros((10, 2)))
def test_corr(data):
assert_array_almost_equal(
corr(data),
np.array([[1.0000000, -0.16871767, -0.23407923],
[-0.1687177, 1.00000000, 0.05121912],
[-0.2340792, 0.05121912, 1.00000000]]), DP)
def test_raise_error_if_x_y_different_length():
with pytest.raises(ValueError):
corr(np.zeros(10), np.ones(5))
def test_raise_error_if_only_input_not_matrix():
with pytest.raises(ValueError):
corr(np.zeros(10))
def test_raise_error_if_invalid_use(data: np.ndarray):
with pytest.raises(ValueError):
corr(data, use='SOMETHING STRANGE')
def test_raise_error_if_invalid_method(data: np.ndarray):
with pytest.raises(ValueError):
corr(data, method='WRONG METHOD')
def tau_rho_sample(copula: BaseCopula, nsim: int, method="spearman") -> float:
u = copula.random(nsim)
u = u[~np.isnan(u).any(1)]
return corr(u, method=method)[0, 1]