class TestLinearStateSpace(unittest.TestCase): def setUp(self): # Initial Values A = .95 C = .05 G = 1. mu_0 = .75 self.ss = LSS(A, C, G, mu_0) def tearDown(self): del self.ss def test_stationarity(self): vals = self.ss.stationary_distributions(max_iter=1000, tol=1e-9) ssmux, ssmuy, sssigx, sssigy = vals self.assertTrue(abs(ssmux - ssmuy) < 2e-8) self.assertTrue(abs(sssigx - sssigy) < 2e-8) self.assertTrue(abs(ssmux) < 2e-8) self.assertTrue(abs(sssigx - self.ss.C/(1 - self.ss.A**2))) def test_replicate(self): xval, yval = self.ss.replicate(T=100, num_reps=5000) assert_allclose(xval, yval) self.assertEqual(xval.size, 5000) self.assertLessEqual(abs(np.mean(xval)), .05)