def setUp(self):
self.data = [0] * 9 + [1] + [0] * 10
self.dlm1 = _dlm(self.data)
self.dlm2 = _dlm(self.data)
self.dlm3 = _dlm([-1, 1, -1, 1, -1, 1, -1, 1, -1, 1, -1, 1])
self.dlm4 = _dlm([0, 0, 0, 0, 0, 1, 1, 1, 1, 1])
self.dlm5 = _dlm(range(100))
self.dlm1.builder + trend(degree=1, discount=1, w=1.0)
self.dlm2.builder + trend(degree=1, discount=1e-12, w=1.0)
self.dlm3.builder + seasonality(period=2, discount=1, w=1.0)
self.dlm4.builder + dynamic(
features=[[0] for i in range(5)] + [[1] for i in range(5)],
discount=1,
w=1.0)
self.dlm5.builder + trend(degree=1, discount=1, w=1.0) + \
autoReg(degree=1, data=range(100), discount=1, w=1.0)
self.dlm1._initialize()
self.dlm2._initialize()
self.dlm3._initialize()
self.dlm4._initialize()
self.dlm5._initialize()
self.dlm1.options.innovationType = 'whole'
self.dlm2.options.innovationType = 'whole'
self.dlm3.options.innovationType = 'whole'
self.dlm4.options.innovationType = 'whole'
self.dlm5.options.innovationType = 'whole'
def setUp(self):
self.data = [0] * 9 + [1] + [0] * 10
self.dlm1 = _dlm(self.data)
self.dlm2 = _dlm(self.data)
self.dlm3 = _dlm([-1, 1, -1, 1, -1, 1, -1, 1, -1, 1, -1, 1])
self.dlm1.builder + trend(degree=1, discount=1)
self.dlm2.builder + trend(degree=1, discount=1e-12)
self.dlm3.builder + seasonality(period=2, discount=1)
self.dlm1._initialize()
self.dlm2._initialize()
self.dlm3._initialize()