def test_detrend_linear(self): n = 100 x = np.random.randn(n) dtx = detrend_linear(x) eps = np.finfo(dtx.dtype).eps ord_mag = int(np.floor(np.log10(n))) rtol = 10.0 ** (1 - ord_mag) + (ord_mag - 1) assert_allclose(dtx.mean(), 0.0, rtol=rtol, atol=eps) assert_allclose(dtx.std(), 1.0, rtol=rtol, atol=eps)
def test_detrend_linear_series(self): n = 5 x = Series(np.random.randn(n)) dtx = detrend_linear(x) m = dtx.mean() s = dtx.std() ord_mag = int(np.floor(np.log10(n))) rtol = 10 ** (1 - ord_mag) + (ord_mag - 1) eps = np.finfo(float).eps * 10 assert_allclose(m, 0.0, rtol=rtol, atol=eps) assert_allclose(s, 1.0, rtol=rtol, atol=eps)