def test_deprecated_priority(self): weights = [1.0] wts = [0.5] with pytest.warns(DeprecationWarning, match="`wts` method is deprec"): pen = smpen.PseudoHuber(0.1, weights=weights, wts=wts) assert_equal(pen.weights, weights)
def test_regularized(self): np.random.seed(3453) exog = np.random.normal(size=(400, 5)) groups = np.kron(np.arange(100), np.ones(4)) expected_endog = exog[:, 0] - exog[:, 2] endog = expected_endog +\ np.kron(np.random.normal(size=100), np.ones(4)) +\ np.random.normal(size=400) # L1 regularization md = MixedLM(endog, exog, groups) mdf1 = md.fit_regularized(alpha=1.) mdf1.summary() # L1 regularization md = MixedLM(endog, exog, groups) mdf2 = md.fit_regularized(alpha=10 * np.ones(5)) mdf2.summary() # L2 regularization pen = penalties.L2() mdf3 = md.fit_regularized(method=pen, alpha=0.) mdf3.summary() # L2 regularization pen = penalties.L2() mdf4 = md.fit_regularized(method=pen, alpha=100.) mdf4.summary() # Pseudo-Huber regularization pen = penalties.PseudoHuber(0.3) mdf4 = md.fit_regularized(method=pen, alpha=1.) mdf4.summary()
def test_backward_compatibility(self): wts = [0.5] with pytest.warns(DeprecationWarning, match="`wts` method is deprec"): pen = smpen.PseudoHuber(0.1, wts=wts) assert_equal(pen.weights, wts)
def setup_class(cls): x0 = np.linspace(-0.2, 0.2, 11) cls.params = np.column_stack((x0, x0)) cls.pen = smpen.PseudoHuber(0.1)
def test_weights_assignment(self): weights = [1.0, 2.0] pen = smpen.PseudoHuber(0.1, weights=weights) assert_equal(pen.weights, weights)
def test_deprecated_priority(self): weights = [1.0] wts = [0.5] with pytest.deprecated_call(): pen = smpen.PseudoHuber(0.1, weights=weights, wts=wts) assert_equal(pen.weights, weights)
def test_backward_compatibility(self): wts = [0.5] with pytest.deprecated_call(): pen = smpen.PseudoHuber(0.1, wts=wts) assert_equal(pen.weights, wts)
def test_backward_compatibility(self): wts = [0.5] pen = smpen.PseudoHuber(0.1, wts=wts) assert_equal(pen.weights, wts)
def test_deprecated_priority(self): weights = [1.0] pen = smpen.PseudoHuber(0.1, weights=weights) assert_equal(pen.weights, weights)