def test_model(self):
# Only spatial lag
reg = SP.GM_Combo(self.y, self.X, w=self.w)
e_reduced = np.array([28.18617481])
np.testing.assert_array_almost_equal(reg.e_pred[0], e_reduced, 6)
predy_e = np.array([52.28082782])
np.testing.assert_array_almost_equal(reg.predy_e[0], predy_e, 6)
betas = np.array([[57.61123515], [0.73441313], [-0.59459416],
[-0.21762921], [0.54732051]])
np.testing.assert_array_almost_equal(reg.betas, betas, 6)
u = np.array([25.57932637])
np.testing.assert_array_almost_equal(reg.u[0], u, 6)
e_filtered = np.array([31.65374945])
np.testing.assert_array_almost_equal(reg.e_filtered[0], e_filtered, 5)
predy = np.array([54.88767685])
np.testing.assert_array_almost_equal(reg.predy[0], predy, 6)
n = 49
self.assertAlmostEqual(reg.n, n)
k = 4
self.assertAlmostEqual(reg.k, k)
y = np.array([80.467003])
np.testing.assert_array_almost_equal(reg.y[0], y, 6)
x = np.array([1., 19.531, 15.72598])
np.testing.assert_array_almost_equal(reg.x[0], x, 6)
yend = np.array([35.4585005])
np.testing.assert_array_almost_equal(reg.yend[0], yend, 6)
z = np.array([1., 19.531, 15.72598, 35.4585005])
np.testing.assert_array_almost_equal(reg.z[0], z, 6)
my = 38.43622446938776
self.assertAlmostEqual(reg.mean_y, my)
sy = 18.466069465206047
self.assertAlmostEqual(reg.std_y, sy)
vm = np.array(
[[
5.22438894e+02, -6.07257246e+00, -1.91428892e+00,
-8.97134337e+00
],
[-6.07257218e+00, 2.38012839e-01, 4.70160773e-02, 2.80964005e-02],
[-1.91428911e+00, 4.70160773e-02, 3.20924154e-02, 3.14968682e-03],
[-8.97134237e+00, 2.80964005e-02, 3.14968682e-03,
2.15753890e-01]])
np.testing.assert_array_almost_equal(reg.vm, vm, 4)
sig2 = 181.78650186468832
self.assertAlmostEqual(reg.sig2, sig2, 4)
pr2 = 0.3018280166937799
self.assertAlmostEqual(reg.pr2, pr2)
pr2_e = 0.3561355587000738
self.assertAlmostEqual(reg.pr2_e, pr2_e)
std_err = np.array([22.85692222, 0.48786559, 0.17914356, 0.46449318])
np.testing.assert_array_almost_equal(reg.std_err, std_err, 5)
z_stat = np.array([[2.52051597e+00, 1.17182922e-02],
[1.50535954e+00, 1.32231664e-01],
[-3.31909311e+00, 9.03103123e-04],
[-4.68530506e-01, 6.39405261e-01]])
np.testing.assert_array_almost_equal(reg.z_stat, z_stat, 6)
def test_model(self):
# Only spatial lag
reg = SP.GM_Combo(self.y, self.X, w=self.w)
e_reduced = np.array([28.18617481])
np.testing.assert_allclose(reg.e_pred[0], e_reduced, RTOL)
predy_e = np.array([52.28082782])
np.testing.assert_allclose(reg.predy_e[0], predy_e, RTOL)
betas = np.array([[57.61123515], [0.73441313], [-0.59459416],
[-0.21762921], [0.54732051]])
np.testing.assert_allclose(reg.betas, betas, RTOL)
u = np.array([25.57932637])
np.testing.assert_allclose(reg.u[0], u, RTOL)
e_filtered = np.array([31.65374945])
np.testing.assert_allclose(reg.e_filtered[0], e_filtered, RTOL)
predy = np.array([54.88767685])
np.testing.assert_allclose(reg.predy[0], predy, RTOL)
n = 49
np.testing.assert_allclose(reg.n, n, RTOL)
k = 4
np.testing.assert_allclose(reg.k, k, RTOL)
y = np.array([80.467003])
np.testing.assert_allclose(reg.y[0], y, RTOL)
x = np.array([1., 19.531, 15.72598])
np.testing.assert_allclose(reg.x.toarray()[0], x, RTOL)
yend = np.array([35.4585005])
np.testing.assert_allclose(reg.yend[0], yend, RTOL)
z = np.array([1., 19.531, 15.72598, 35.4585005])
np.testing.assert_allclose(reg.z.toarray()[0], z, RTOL)
my = 38.43622446938776
np.testing.assert_allclose(reg.mean_y, my, RTOL)
sy = 18.466069465206047
np.testing.assert_allclose(reg.std_y, sy, RTOL)
vm = np.array([[522.43841148, -6.07256915, -1.91429117, -8.97133162],
[-6.07256915, 0.23801287, 0.0470161, 0.02809628],
[-1.91429117, 0.0470161, 0.03209242, 0.00314973],
[-8.97133162, 0.02809628, 0.00314973, 0.21575363]])
#np.testing.assert_allclose(reg.vm,vm,RTOL)
np.testing.assert_allclose(reg.vm, vm, RTOL)
sig2 = 181.78650186468832
np.testing.assert_allclose(reg.sig2, sig2, RTOL)
pr2 = 0.3018280166937799
np.testing.assert_allclose(reg.pr2, pr2, RTOL)
pr2_e = 0.3561355587000738
np.testing.assert_allclose(reg.pr2_e, pr2_e, RTOL)
std_err = np.array([22.85692222, 0.48786559, 0.17914356, 0.46449318])
np.testing.assert_allclose(reg.std_err, std_err, RTOL)
z_stat = np.array([[2.52051597e+00, 1.17182922e-02],
[1.50535954e+00, 1.32231664e-01],
[-3.31909311e+00, 9.03103123e-04],
[-4.68530506e-01, 6.39405261e-01]])
np.testing.assert_allclose(reg.z_stat, z_stat, RTOL)
def test_model(self):
# Only spatial lag
reg = SP.GM_Combo(self.y, self.X, w=self.w)
e_reduced = np.array([28.18617481])
np.testing.assert_allclose(reg.e_pred[0], e_reduced, 4)
predy_e = np.array([52.28082782])
np.testing.assert_allclose(reg.predy_e[0], predy_e, 4)
betas = np.array([[57.61123515], [0.73441313], [-0.59459416],
[-0.21762921], [0.54732051]])
np.testing.assert_allclose(reg.betas, betas, 4)
u = np.array([25.57932637])
np.testing.assert_allclose(reg.u[0], u, 4)
e_filtered = np.array([31.65374945])
np.testing.assert_allclose(reg.e_filtered[0], e_filtered, 4)
predy = np.array([54.88767685])
np.testing.assert_allclose(reg.predy[0], predy, 4)
n = 49
np.testing.assert_allclose(reg.n, n)
k = 4
np.testing.assert_allclose(reg.k, k)
y = np.array([80.467003])
np.testing.assert_allclose(reg.y[0], y, 4)
x = np.array([1., 19.531, 15.72598])
np.testing.assert_allclose(reg.x[0], x, 4)
yend = np.array([35.4585005])
np.testing.assert_allclose(reg.yend[0], yend, 4)
z = np.array([1., 19.531, 15.72598, 35.4585005])
np.testing.assert_allclose(reg.z[0], z, 4)
my = 38.43622446938776
np.testing.assert_allclose(reg.mean_y, my)
sy = 18.466069465206047
np.testing.assert_allclose(reg.std_y, sy)
vm = np.array(
[5.22438333e+02, 2.38012875e-01, 3.20924173e-02, 2.15753579e-01])
np.testing.assert_allclose(np.diag(reg.vm), vm, 4)
sig2 = 181.78650186468832
np.testing.assert_allclose(reg.sig2, sig2, 4)
pr2 = 0.3018280166937799
np.testing.assert_allclose(reg.pr2, pr2, 4)
pr2_e = 0.3561355586759414
np.testing.assert_allclose(reg.pr2_e, pr2_e, 4)
std_err = np.array([22.85692222, 0.48786559, 0.17914356, 0.46449318])
np.testing.assert_allclose(reg.std_err, std_err, 4)
z_stat = np.array([[2.52051597e+00, 1.17182922e-02],
[1.50535954e+00, 1.32231664e-01],
[-3.31909311e+00, 9.03103123e-04],
[-4.68530506e-01, 6.39405261e-01]])
np.testing.assert_allclose(reg.z_stat, z_stat, 4)