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)