Test parameterizations use correct parameter shapes

Author: jessegrabowski

pymc_experimental/tests/statespace/test_SARIMAX.py

@@ -297,9 +297,7 @@ def test_SARIMAX_update_matches_statsmodels(p, d, q, P, D, Q, S, data, rng):
                 ),
             )
 
-        pm.Deterministic(
-            "sigma_state", pt.as_tensor_variable(np.sqrt(np.array([param_d["sigma2"]])))
-        )
+        pm.Deterministic("sigma_state", pt.as_tensor_variable(np.sqrt(param_d["sigma2"])))
 
         mod._insert_random_variables()
         matrices = pm.draw(mod.subbed_ssm)

pymc_experimental/tests/statespace/test_structural.py

@@ -196,7 +196,7 @@ def create_structural_model_and_equivalent_statsmodel(
     components = []
 
     if irregular:
-        sigma2 = np.abs(rng.normal(size=(1,))).astype(floatX)
+        sigma2 = np.abs(rng.normal()).astype(floatX)
         params["sigma_irregular"] = np.sqrt(sigma2)
         sm_params["sigma2.irregular"] = sigma2.item()
         expected_param_dims["sigma_irregular"] += ("observed_state",)