"""
Test functions for models.robust.scale
"""
import numpy as np
from numpy.random import standard_normal
from numpy.testing import assert_almost_equal, assert_equal
# Example from Section 5.5, Venables & Ripley (2002)
import statsmodels.robust.scale as scale
DECIMAL = 4
# TODO: Can replicate these tests using stackloss data and R if this
# data is a problem
class TestChem(object):
@classmethod
def setup_class(cls):
cls.chem = np.array([
2.20, 2.20, 2.4, 2.4, 2.5, 2.7, 2.8, 2.9, 3.03,
3.03, 3.10, 3.37, 3.4, 3.4, 3.4, 3.5, 3.6, 3.7, 3.7, 3.7, 3.7,
3.77, 5.28, 28.95])
def test_mean(self):
assert_almost_equal(np.mean(self.chem), 4.2804, DECIMAL)
def test_median(self):
assert_almost_equal(np.median(self.chem), 3.385, DECIMAL)
def test_mad(self):
assert_almost_equal(scale.mad(self.chem), 0.52632, DECIMAL)
def test_huber_scale(self):
assert_almost_equal(scale.huber(self.chem)[0], 3.20549, DECIMAL)
def test_huber_location(self):
assert_almost_equal(scale.huber(self.chem)[1], 0.67365, DECIMAL)
def test_huber_huberT(self):
n = scale.norms.HuberT()
n.t = 1.5
h = scale.Huber(norm=n)
assert_almost_equal(scale.huber(self.chem)[0], h(self.chem)[0],
DECIMAL)
assert_almost_equal(scale.huber(self.chem)[1], h(self.chem)[1],
DECIMAL)
def test_huber_Hampel(self):
hh = scale.Huber(norm=scale.norms.Hampel())
assert_almost_equal(hh(self.chem)[0], 3.17434, DECIMAL)
assert_almost_equal(hh(self.chem)[1], 0.66782, DECIMAL)
class TestMad(object):
@classmethod
def setup_class(cls):
np.random.seed(54321)
cls.X = standard_normal((40, 10))
def test_mad(self):
m = scale.mad(self.X)
assert_equal(m.shape, (10,))
def test_mad_empty(self):
empty = np.empty(0)
assert np.isnan(scale.mad(empty))
empty = np.empty((10, 100, 0))
assert_equal(scale.mad(empty, axis=1), np.empty((10, 0)))
empty = np.empty((100, 100, 0, 0))
assert_equal(scale.mad(empty, axis=-1), np.empty((100, 100, 0)))
def test_mad_center(self):
n = scale.mad(self.X, center=0)
assert_equal(n.shape, (10,))
class TestMadAxes(object):
@classmethod
def setup_class(cls):
np.random.seed(54321)
cls.X = standard_normal((40, 10, 30))
def test_axis0(self):
m = scale.mad(self.X, axis=0)
assert_equal(m.shape, (10, 30))
def test_axis1(self):
m = scale.mad(self.X, axis=1)
assert_equal(m.shape, (40, 30))
def test_axis2(self):
m = scale.mad(self.X, axis=2)
assert_equal(m.shape, (40, 10))
def test_axisneg1(self):
m = scale.mad(self.X, axis=-1)
assert_equal(m.shape, (40, 10))
class TestHuber(object):
@classmethod
def setup_class(cls):
np.random.seed(54321)
cls.X = standard_normal((40, 10))
def test_huber_result_shape(self):
h = scale.Huber(maxiter=100)
m, s = h(self.X)
assert_equal(m.shape, (10,))
class TestHuberAxes(object):
@classmethod
def setup_class(cls):
np.random.seed(54321)
cls.X = standard_normal((40, 10, 30))
cls.h = scale.Huber(maxiter=1000, tol=1.0e-05)
def test_default(self):
m, s = self.h(self.X, axis=0)
assert_equal(m.shape, (10, 30))
def test_axis1(self):
m, s = self.h(self.X, axis=1)
assert_equal(m.shape, (40, 30))
def test_axis2(self):
m, s = self.h(self.X, axis=2)
assert_equal(m.shape, (40, 10))
def test_axisneg1(self):
m, s = self.h(self.X, axis=-1)
assert_equal(m.shape, (40, 10))