def test_armafft():
#test other methods
nfreq = 20
w = np.linspace(0, np.pi, nfreq, endpoint=False)
for ar in arlist:
for ma in malist:
arma = ArmaFft(ar, ma, 20)
ac1 = arma.invpowerspd(1024)[:10]
ac2 = arma.acovf(10)[:10]
assert_almost_equal(ac1,
ac2,
decimal=7,
err_msg='acovf not equal for %s, %s' %
(ar, ma))
def test_spectrum():
nfreq = 20
w = np.linspace(0, np.pi, nfreq, endpoint=False)
for ar in arlist:
for ma in malist:
arma = ArmaFft(ar, ma, 20)
spdr, wr = arma.spdroots(w)
spdp, wp = arma.spdpoly(w, 200)
spdd, wd = arma.spddirect(nfreq * 2)
assert_equal(w, wr)
assert_equal(w, wp)
assert_almost_equal(w, wd[:nfreq], decimal=14)
assert_almost_equal(spdr,
spdp,
decimal=7,
err_msg='spdr spdp not equal for %s, %s' %
(ar, ma))
assert_almost_equal(spdr,
spdd[:nfreq],
decimal=7,
err_msg='spdr spdd not equal for %s, %s' %
(ar, ma))