def test_cmov_mean(self):
try:
from scikits.timeseries.lib import cmov_mean
except ImportError:
raise nose.SkipTest
vals = np.random.randn(10)
xp = cmov_mean(vals, 5)
rs = mom.rolling_mean(vals, 5, center=True)
assert_almost_equal(xp.compressed(), rs[2:-2])
assert_almost_equal(xp.mask, np.isnan(rs))
xp = Series(rs)
rs = mom.rolling_mean(Series(vals), 5, center=True)
assert_series_equal(xp, rs)
def test_cmov_mean(self):
try:
from scikits.timeseries.lib import cmov_mean
except ImportError:
raise nose.SkipTest
vals = np.random.randn(10)
xp = cmov_mean(vals, 5)
rs = mom.rolling_mean(vals, 5, center=True)
assert_almost_equal(xp.compressed(), rs[2:-2])
assert_almost_equal(xp.mask, np.isnan(rs))
xp = Series(rs)
rs = mom.rolling_mean(Series(vals), 5, center=True)
assert_series_equal(xp, rs)
