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)
