コード例 #1
0
def test_loglike():
    # Tests of invalid calls to the loglike function

    endog = np.ones((10, 1))
    mod = KalmanFilter(endog, k_states=1, initialization='approximate_diffuse')
    mod['design', :] = 1
    mod['selection', :] = 1
    mod['state_cov', :] = 1

    # Test that self.memory_no_likelihood = True raises an error
    mod.memory_no_likelihood = True
    assert_raises(RuntimeError, mod.loglikeobs)
コード例 #2
0
def test_loglike():
    # Tests of invalid calls to the loglike function

    endog = np.ones((10, 1))
    mod = KalmanFilter(endog, k_states=1, initialization="approximate_diffuse")
    mod["design", :] = 1
    mod["selection", :] = 1
    mod["state_cov", :] = 1

    # Test that self.memory_no_likelihood = True raises an error
    mod.memory_no_likelihood = True
    assert_raises(RuntimeError, mod.loglike)
    assert_raises(RuntimeError, mod.loglikeobs)