def test_representation():
# Test an invalid number of states
def zero_kstates():
mod = Representation(1, 0)
assert_raises(ValueError, zero_kstates)
# Test an invalid endogenous array
def empty_endog():
endog = np.zeros((0,0))
mod = Representation(endog, k_states=2)
assert_raises(ValueError, empty_endog)
# Test a Fortran-ordered endogenous array (which will be assumed to be in
# wide format: k_endog x nobs)
nobs = 10
k_endog = 2
endog = np.asfortranarray(np.arange(nobs*k_endog).reshape(k_endog,nobs)*1.)
mod = Representation(endog, k_states=2)
assert_equal(mod.nobs, nobs)
assert_equal(mod.k_endog, k_endog)
# Test a C-ordered endogenous array (which will be assumed to be in
# tall format: nobs x k_endog)
nobs = 10
k_endog = 2
endog = np.arange(nobs*k_endog).reshape(nobs,k_endog)*1.
mod = Representation(endog, k_states=2)
assert_equal(mod.nobs, nobs)
assert_equal(mod.k_endog, k_endog)
# Test getting the statespace representation
assert_equal(mod._statespace, None)
mod._initialize_representation()
assert(mod._statespace is not None)
def test_representation():
# Test an invalid number of states
def zero_kstates():
mod = Representation(1, 0)
assert_raises(ValueError, zero_kstates)
# Test an invalid endogenous array
def empty_endog():
endog = np.zeros((0,0))
mod = Representation(endog, k_states=2)
assert_raises(ValueError, empty_endog)
# Test a Fortran-ordered endogenous array (which will be assumed to be in
# wide format: k_endog x nobs)
nobs = 10
k_endog = 2
endog = np.asfortranarray(np.arange(nobs*k_endog).reshape(k_endog,nobs)*1.)
mod = Representation(endog, k_states=2)
assert_equal(mod.nobs, nobs)
assert_equal(mod.k_endog, k_endog)
# Test a C-ordered endogenous array (which will be assumed to be in
# tall format: nobs x k_endog)
nobs = 10
k_endog = 2
endog = np.arange(nobs*k_endog).reshape(nobs,k_endog)*1.
mod = Representation(endog, k_states=2)
assert_equal(mod.nobs, nobs)
assert_equal(mod.k_endog, k_endog)
# Test getting the statespace representation
assert_equal(mod._statespace, None)
mod._initialize_representation()
assert(mod._statespace is not None)
def test_representation_pickle():
nobs = 10
k_endog = 2
endog = np.asfortranarray(np.arange(nobs * k_endog).reshape(k_endog, nobs) * 1.)
mod = Representation(endog, k_states=2)
pkl_mod = cPickle.loads(cPickle.dumps(mod))
assert_equal(mod.nobs, pkl_mod.nobs)
assert_equal(mod.k_endog, pkl_mod.k_endog)
mod._initialize_representation()
pkl_mod._initialize_representation()
assert_equal(mod.design, pkl_mod.design)
assert_equal(mod.obs_intercept, pkl_mod.obs_intercept)
assert_equal(mod.initial_variance, pkl_mod.initial_variance)
def test_representation_pickle():
nobs = 10
k_endog = 2
endog = np.asfortranarray(np.arange(nobs * k_endog).reshape(k_endog, nobs) * 1.)
mod = Representation(endog, k_states=2)
pkl_mod = cPickle.loads(cPickle.dumps(mod))
assert_equal(mod.nobs, pkl_mod.nobs)
assert_equal(mod.k_endog, pkl_mod.k_endog)
mod._initialize_representation()
pkl_mod._initialize_representation()
assert_equal(mod.design, pkl_mod.design)
assert_equal(mod.obs_intercept, pkl_mod.obs_intercept)
assert_equal(mod.initial_variance, pkl_mod.initial_variance)
