def compare_with_empyrical(self, dependents, independent):
INFINITY = 1000000 # close enough
result = vectorized_beta(
dependents, independent, allowed_missing=INFINITY,
)
expected = np.array([
empyrical_beta(dependents[:, i].ravel(), independent.ravel())
for i in range(dependents.shape[1])
])
assert_equal(result, expected, array_decimal=7)
return result
def compare_with_empyrical(self, dependents, independent):
INFINITY = 1000000 # close enough
result = vectorized_beta(
dependents, independent, allowed_missing=INFINITY,
)
expected = np.array([
empyrical_beta(dependents[:, i].ravel(), independent.ravel())
for i in range(dependents.shape[1])
])
assert_equal(result, expected, array_decimal=7)
return result