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jessegrabowskijessegrabowski
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Reorganize statespace tests (#480)
* Rearrange statespace test folder * Update ci
1 parent bb858a4 commit c8859ed

25 files changed

+97
-92
lines changed

‎.github/workflows/test.yml

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@@ -28,9 +28,9 @@ jobs:
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python-version: ["3.10"]
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test-subset:
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- tests/model
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- tests/statespace/test_statespace.py
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- tests/statespace/test_kalman_filter.py
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- tests/statespace --ignore tests/statespace/test_statespace.py --ignore tests/statespace/test_kalman_filter.py
31+
- tests/statespace/core/test_statespace.py
32+
- tests/statespace/filters/test_kalman_filter.py
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- tests/statespace --ignore tests/statespace/core/test_statespace.py --ignore tests/statespace/filters/test_kalman_filter.py
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- tests/distributions
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- tests --ignore tests/model --ignore tests/statespace --ignore tests/distributions
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fail-fast: false
@@ -71,9 +71,9 @@ jobs:
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python-version: ["3.12"]
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test-subset:
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- tests/model
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- tests/statespace/test_statespace.py
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- tests/statespace/test_kalman_filter.py
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- tests/statespace --ignore tests/statespace/test_statespace.py --ignore tests/statespace/test_kalman_filter.py
74+
- tests/statespace/core/test_statespace.py
75+
- tests/statespace/filters/test_kalman_filter.py
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- tests/statespace --ignore tests/statespace/core/test_statespace.py --ignore tests/statespace/filters/test_kalman_filter.py
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- tests/distributions
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- tests --ignore tests/model --ignore tests/statespace --ignore tests/distributions
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fail-fast: false

‎notebooks/Exponential Trend Smoothing.ipynb

Lines changed: 1 addition & 1 deletion
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@@ -3559,7 +3559,7 @@
35593559
],
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"source": [
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"df = (\n",
3562-
" pd.read_csv(\"../tests/statespace/test_data/airpassangers.csv\", parse_dates=[\"Month\"])\n",
3562+
" pd.read_csv(\"../tests/statespace/_data/airpassangers.csv\", parse_dates=[\"Month\"])\n",
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" .rename(columns={\"Month\": \"time\", \"#Passengers\": \"passangers\"})\n",
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" .set_index(\"time\")\n",
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" .astype(float)\n",

‎notebooks/SARMA Example.ipynb

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@@ -337,17 +337,17 @@
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"</pre>\n"
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],
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"text/plain": [
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"\u001b[3m Model Requirements \u001b[0m\n",
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"\u001B[3m Model Requirements \u001B[0m\n",
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" \n",
342-
" \u001b[1m \u001b[0m\u001b[1mVariable \u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mShape\u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mConstraints\u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1m Dimensions\u001b[0m\u001b[1m \u001b[0m \n",
342+
" \u001B[1m \u001B[0m\u001B[1mVariable \u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mShape\u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mConstraints\u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1m Dimensions\u001B[0m\u001B[1m \u001B[0m \n",
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" ───────────────────────────────────────────────── \n",
344-
" ar_params \u001b[1m(\u001b[0m\u001b[1;36m1\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ar_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
345-
" ma_params \u001b[1m(\u001b[0m\u001b[1;36m1\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ma_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
346-
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
344+
" ar_params \u001B[1m(\u001B[0m\u001B[1;36m1\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ar_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
345+
" ma_params \u001B[1m(\u001B[0m\u001B[1;36m1\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ma_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
346+
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
347347
" \n",
348-
"\u001b[2;3mThese parameters should be assigned priors inside a\u001b[0m\n",
349-
"\u001b[2;3m PyMC model block before calling the \u001b[0m\n",
350-
"\u001b[2;3m build_statespace_graph method. \u001b[0m\n"
348+
"\u001B[2;3mThese parameters should be assigned priors inside a\u001B[0m\n",
349+
"\u001B[2;3m PyMC model block before calling the \u001B[0m\n",
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"\u001B[2;3m build_statespace_graph method. \u001B[0m\n"
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]
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},
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"metadata": {},
@@ -1805,18 +1805,18 @@
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"</pre>\n"
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],
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"text/plain": [
1808-
"\u001b[3m Model Requirements \u001b[0m\n",
1808+
"\u001B[3m Model Requirements \u001B[0m\n",
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" \n",
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" \u001b[1m \u001b[0m\u001b[1mVariable \u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mShape\u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mConstraints\u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1m Dimensions\u001b[0m\u001b[1m \u001b[0m \n",
1810+
" \u001B[1m \u001B[0m\u001B[1mVariable \u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mShape\u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mConstraints\u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1m Dimensions\u001B[0m\u001B[1m \u001B[0m \n",
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" ───────────────────────────────────────────────── \n",
1812-
" ar_params \u001b[1m(\u001b[0m\u001b[1;36m1\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ar_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
1813-
" ma_params \u001b[1m(\u001b[0m\u001b[1;36m1\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ma_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
1814-
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
1815-
" sigma_obs \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
1812+
" ar_params \u001B[1m(\u001B[0m\u001B[1;36m1\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ar_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
1813+
" ma_params \u001B[1m(\u001B[0m\u001B[1;36m1\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ma_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
1814+
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
1815+
" sigma_obs \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
18161816
" \n",
1817-
"\u001b[2;3mThese parameters should be assigned priors inside a\u001b[0m\n",
1818-
"\u001b[2;3m PyMC model block before calling the \u001b[0m\n",
1819-
"\u001b[2;3m build_statespace_graph method. \u001b[0m\n"
1817+
"\u001B[2;3mThese parameters should be assigned priors inside a\u001B[0m\n",
1818+
"\u001B[2;3m PyMC model block before calling the \u001B[0m\n",
1819+
"\u001B[2;3m build_statespace_graph method. \u001B[0m\n"
18201820
]
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},
18221822
"metadata": {},
@@ -2331,7 +2331,7 @@
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],
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"source": [
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"airpass = pd.read_csv(\n",
2334-
" \"../tests/statespace/test_data/airpass.csv\",\n",
2334+
" \"../tests/statespace/_data/airpass.csv\",\n",
23352335
" parse_dates=True,\n",
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" date_format=\"%Y %b\",\n",
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" index_col=0,\n",
@@ -2414,20 +2414,20 @@
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"</pre>\n"
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],
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"text/plain": [
2417-
"\u001b[3m Model Requirements \u001b[0m\n",
2417+
"\u001B[3m Model Requirements \u001B[0m\n",
24182418
" \n",
2419-
" \u001b[1m \u001b[0m\u001b[1mVariable \u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mShape \u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1mConstraints \u001b[0m\u001b[1m \u001b[0m \u001b[1m \u001b[0m\u001b[1m Dimensions\u001b[0m\u001b[1m \u001b[0m \n",
2419+
" \u001B[1m \u001B[0m\u001B[1mVariable \u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mShape \u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1mConstraints \u001B[0m\u001B[1m \u001B[0m \u001B[1m \u001B[0m\u001B[1m Dimensions\u001B[0m\u001B[1m \u001B[0m \n",
24202420
" ───────────────────────────────────────────────────────────────────────────────── \n",
2421-
" x0 \u001b[1m(\u001b[0m\u001b[1;36m28\u001b[0m,\u001b[1m)\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'state'\u001b[0m,\u001b[1m)\u001b[0m \n",
2422-
" P0 \u001b[1m(\u001b[0m\u001b[1;36m28\u001b[0m, \u001b[1;36m28\u001b[0m\u001b[1m)\u001b[0m Positive Semi-definite \u001b[1m(\u001b[0m\u001b[32m'state'\u001b[0m, \u001b[32m'state_aux'\u001b[0m\u001b[1m)\u001b[0m \n",
2423-
" ar_params \u001b[1m(\u001b[0m\u001b[1;36m2\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ar_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
2424-
" ma_params \u001b[1m(\u001b[0m\u001b[1;36m2\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'ma_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
2425-
" seasonal_ar_params \u001b[1m(\u001b[0m\u001b[1;36m2\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'seasonal_ar_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
2426-
" seasonal_ma_params \u001b[1m(\u001b[0m\u001b[1;36m2\u001b[0m,\u001b[1m)\u001b[0m \u001b[3;35mNone\u001b[0m \u001b[1m(\u001b[0m\u001b[32m'seasonal_ma_lag'\u001b[0m,\u001b[1m)\u001b[0m \n",
2427-
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
2421+
" x0 \u001B[1m(\u001B[0m\u001B[1;36m28\u001B[0m,\u001B[1m)\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'state'\u001B[0m,\u001B[1m)\u001B[0m \n",
2422+
" P0 \u001B[1m(\u001B[0m\u001B[1;36m28\u001B[0m, \u001B[1;36m28\u001B[0m\u001B[1m)\u001B[0m Positive Semi-definite \u001B[1m(\u001B[0m\u001B[32m'state'\u001B[0m, \u001B[32m'state_aux'\u001B[0m\u001B[1m)\u001B[0m \n",
2423+
" ar_params \u001B[1m(\u001B[0m\u001B[1;36m2\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ar_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
2424+
" ma_params \u001B[1m(\u001B[0m\u001B[1;36m2\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'ma_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
2425+
" seasonal_ar_params \u001B[1m(\u001B[0m\u001B[1;36m2\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'seasonal_ar_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
2426+
" seasonal_ma_params \u001B[1m(\u001B[0m\u001B[1;36m2\u001B[0m,\u001B[1m)\u001B[0m \u001B[3;35mNone\u001B[0m \u001B[1m(\u001B[0m\u001B[32m'seasonal_ma_lag'\u001B[0m,\u001B[1m)\u001B[0m \n",
2427+
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
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" \n",
2429-
"\u001b[2;3mThese parameters should be assigned priors inside a PyMC model block before calling\u001b[0m\n",
2430-
"\u001b[2;3m the build_statespace_graph method. \u001b[0m\n"
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"\u001B[2;3mThese parameters should be assigned priors inside a PyMC model block before calling\u001B[0m\n",
2430+
"\u001B[2;3m the build_statespace_graph method. \u001B[0m\n"
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]
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},
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"metadata": {},

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