def test_superior_models(self):
adj_models = self.models - linspace(-0.4, 0.4, self.k)
stepm = StepM(self.benchmark, adj_models, reps=120)
stepm.compute()
superior_models = stepm.superior_models
spa = SPA(self.benchmark, adj_models, reps=120)
spa.compute()
spa.pvalues
spa.critical_values(0.05)
spa.better_models(0.05)
adj_models = self.models_df - linspace(-3.0, 3.0, self.k)
stepm = StepM(self.benchmark_series, adj_models, reps=120)
stepm.compute()
superior_models = stepm.superior_models
def test_superior_models(self):
adj_models = self.models - linspace(-0.4, 0.4, self.k)
stepm = StepM(self.benchmark, adj_models, reps=120)
stepm.compute()
superior_models = stepm.superior_models
spa = SPA(self.benchmark, adj_models, reps=120)
spa.compute()
spa.pvalues
spa.critical_values(0.05)
spa.better_models(0.05)
adj_models = self.models_df - linspace(-3.0, 3.0, self.k)
stepm = StepM(self.benchmark_series, adj_models, reps=120)
stepm.compute()
superior_models = stepm.superior_models
def test_errors(self):
spa = SPA(self.benchmark, self.models, reps=100)
with pytest.raises(RuntimeError):
spa.pvalues
with pytest.raises(RuntimeError):
spa.critical_values()
with pytest.raises(RuntimeError):
spa.better_models()
with pytest.raises(ValueError):
SPA(self.benchmark, self.models, bootstrap='unknown')
spa.compute()
with pytest.raises(ValueError):
spa.better_models(pvalue_type='unknown')
with pytest.raises(ValueError):
spa.critical_values(pvalue=1.0)
