def setupClass(cls):
grun_data = grunfeld.load_pandas().data
index_data = grun_data.set_index(['firm'])
index_group = index_data.index
cls.grouping = Grouping(index_group)
cls.data = index_data
cls.expected_counts = [20] * 11
def setupClass(cls):
grun_data = grunfeld.load_pandas().data
multi_index_data = grun_data.set_index(['firm', 'year'])
multi_index_panel = multi_index_data.index
cls.grouping = Grouping(multi_index_panel)
cls.data = multi_index_data
cls.expected_counts = [20] * 11
def setupClass(cls):
grun_data = grunfeld.load_pandas().data
index_data = grun_data.set_index(['firm'])
index_group = index_data.index
cls.grouping = Grouping(index_group)
cls.data = index_data
cls.expected_counts = [20] * 11
def setupClass(cls):
grun_data = grunfeld.load_pandas().data
multi_index_data = grun_data.set_index(['firm', 'year'])
multi_index_panel = multi_index_data.index
cls.grouping = Grouping(multi_index_panel)
cls.data = multi_index_data
cls.expected_counts = [20] * 11
def test_init_api():
# make a multi-index panel
grun_data = grunfeld.load_pandas().data
multi_index_panel = grun_data.set_index(['firm', 'year']).index
grouping = Grouping(multi_index_panel)
# check group_names
np.testing.assert_array_equal(grouping.group_names, ['firm', 'year'])
# check shape
np.testing.assert_array_equal(grouping.index_shape, (11, 20))
# check index_int
np.testing.assert_array_equal(grouping.labels, [[
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
],
[
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19,
0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19
]])
grouping = Grouping(multi_index_panel, names=['firms', 'year'])
np.testing.assert_array_equal(grouping.group_names, ['firms', 'year'])
# make a multi-index grouping
anes_data = anes96.load_pandas().data
multi_index_groups = anes_data.set_index(['educ', 'income',
'TVnews']).index
grouping = Grouping(multi_index_groups)
np.testing.assert_array_equal(grouping.group_names,
['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.index_shape, (7, 24, 8))
# make a list multi-index panel
list_panel = multi_index_panel.tolist()
grouping = Grouping(list_panel, names=['firms', 'year'])
np.testing.assert_array_equal(grouping.group_names, ['firms', 'year'])
np.testing.assert_array_equal(grouping.index_shape, (11, 20))
# make a list multi-index grouping
list_groups = multi_index_groups.tolist()
grouping = Grouping(list_groups, names=['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.group_names,
['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.index_shape, (7, 24, 8))
# single-variable index grouping
index_group = multi_index_panel.get_level_values(0)
grouping = Grouping(index_group)
# the original multi_index_panel had it's name changed inplace above
np.testing.assert_array_equal(grouping.group_names, ['firms'])
np.testing.assert_array_equal(grouping.index_shape, (220, ))
# single variable list grouping
list_group = multi_index_panel.get_level_values(0).tolist()
grouping = Grouping(list_group)
np.testing.assert_array_equal(grouping.group_names, ["group0"])
np.testing.assert_array_equal(grouping.index_shape, 11 * 20)
# test generic group names
grouping = Grouping(list_groups)
np.testing.assert_array_equal(grouping.group_names,
['group0', 'group1', 'group2'])
def test_init_api():
# make a multi-index panel
grun_data = grunfeld.load_pandas().data
multi_index_panel = grun_data.set_index(['firm', 'year']).index
grouping = Grouping(multi_index_panel)
# check group_names
np.testing.assert_array_equal(grouping.group_names, ['firm', 'year'])
# check shape
np.testing.assert_array_equal(grouping.index_shape, (11, 20))
# check index_int
np.testing.assert_array_equal(grouping.labels,
[[ 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 7, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9,
9, 9, 9, 9, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[ 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16,
17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13,
14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10,
11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4,
5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1,
2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18,
19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15,
16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12,
13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9,
10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3, 4, 5, 6,
7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 0, 1, 2, 3,
4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19]])
grouping = Grouping(multi_index_panel, names=['firms', 'year'])
np.testing.assert_array_equal(grouping.group_names, ['firms', 'year'])
# make a multi-index grouping
anes_data = anes96.load_pandas().data
multi_index_groups = anes_data.set_index(['educ', 'income',
'TVnews']).index
grouping = Grouping(multi_index_groups)
np.testing.assert_array_equal(grouping.group_names,
['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.index_shape, (7, 24, 8))
# make a list multi-index panel
list_panel = multi_index_panel.tolist()
grouping = Grouping(list_panel, names=['firms', 'year'])
np.testing.assert_array_equal(grouping.group_names, ['firms', 'year'])
np.testing.assert_array_equal(grouping.index_shape, (11, 20))
# make a list multi-index grouping
list_groups = multi_index_groups.tolist()
grouping = Grouping(list_groups, names=['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.group_names,
['educ', 'income', 'TVnews'])
np.testing.assert_array_equal(grouping.index_shape, (7, 24, 8))
# single-variable index grouping
index_group = multi_index_panel.get_level_values(0)
grouping = Grouping(index_group)
# the original multi_index_panel had it's name changed inplace above
np.testing.assert_array_equal(grouping.group_names, ['firms'])
np.testing.assert_array_equal(grouping.index_shape, (220,))
# single variable list grouping
list_group = multi_index_panel.get_level_values(0).tolist()
grouping = Grouping(list_group)
np.testing.assert_array_equal(grouping.group_names, ["group0"])
np.testing.assert_array_equal(grouping.index_shape, 11*20)
# test generic group names
grouping = Grouping(list_groups)
np.testing.assert_array_equal(grouping.group_names,
['group0', 'group1', 'group2'])
from statsmodels.datasets import grunfeld
import time
from ipca import IPCARegressor
# Test Construction Errors
@pytest.mark.fast_test
def test_construction_errors():
assert_raises(ValueError, IPCARegressor, n_factors=0)
assert_raises(NotImplementedError, IPCARegressor, intercept='jabberwocky')
assert_raises(ValueError, IPCARegressor, iter_tol=2)
# Create test data and run package
data = grunfeld.load_pandas().data
data.year = data.year.astype(np.int64)
#data.firm = data.firm.apply(lambda x: x.decode('utf-8'))
# Establish unique IDs to conform with package
N = len(np.unique(data.firm))
ID = dict(zip(np.unique(data.firm).tolist(), np.arange(1, N + 1) + 5))
data.firm = data.firm.apply(lambda x: ID[x])
# Ensure that ordering of the data is correct
data = data[['firm', 'year', 'invest', 'value', 'capital']]
# Convert to numpy
data = data.to_numpy()
PSF = np.random.randn(len(np.unique(data[:, 1])), 2)
PSF = PSF.reshape((2, -1))
# Test IPCARegressor
regr = IPCARegressor(n_factors=1, intercept=False)