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Merged
merged 2 commits into from
May 22, 2025
Merged

Reorganize statespace tests #480

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90a34a2
Rearrange statespace test folder
jessegrabowski May 12, 2025
f5bea9f
Update ci
jessegrabowski May 12, 2025
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12 changes: 6 additions & 6 deletions .github/workflows/test.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -28,9 +28,9 @@ jobs:
python-version: ["3.10"]
test-subset:
- tests/model
- tests/statespace/test_statespace.py
- tests/statespace/test_kalman_filter.py
- tests/statespace --ignore tests/statespace/test_statespace.py --ignore tests/statespace/test_kalman_filter.py
- tests/statespace/core/test_statespace.py
- tests/statespace/filters/test_kalman_filter.py
- tests/statespace --ignore tests/statespace/core/test_statespace.py --ignore tests/statespace/filters/test_kalman_filter.py
- tests/distributions
- tests --ignore tests/model --ignore tests/statespace --ignore tests/distributions
fail-fast: false
Expand Down Expand Up @@ -71,9 +71,9 @@ jobs:
python-version: ["3.12"]
test-subset:
- tests/model
- tests/statespace/test_statespace.py
- tests/statespace/test_kalman_filter.py
- tests/statespace --ignore tests/statespace/test_statespace.py --ignore tests/statespace/test_kalman_filter.py
- tests/statespace/core/test_statespace.py
- tests/statespace/filters/test_kalman_filter.py
- tests/statespace --ignore tests/statespace/core/test_statespace.py --ignore tests/statespace/filters/test_kalman_filter.py
- tests/distributions
- tests --ignore tests/model --ignore tests/statespace --ignore tests/distributions
fail-fast: false
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2 changes: 1 addition & 1 deletion notebooks/Exponential Trend Smoothing.ipynb
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Expand Up @@ -3559,7 +3559,7 @@
],
"source": [
"df = (\n",
" pd.read_csv(\"../tests/statespace/test_data/airpassangers.csv\", parse_dates=[\"Month\"])\n",
" pd.read_csv(\"../tests/statespace/_data/airpassangers.csv\", parse_dates=[\"Month\"])\n",
" .rename(columns={\"Month\": \"time\", \"#Passengers\": \"passangers\"})\n",
" .set_index(\"time\")\n",
" .astype(float)\n",
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58 changes: 29 additions & 29 deletions notebooks/SARMA Example.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -337,17 +337,17 @@
"</pre>\n"
],
"text/plain": [
"\u001b[3m Model Requirements \u001b[0m\n",
"\u001B[3m Model Requirements \u001B[0m\n",
" \n",
" \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",
" \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",
" ───────────────────────────────────────────────── \n",
" 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",
" 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",
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
" 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",
" 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",
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
" \n",
"\u001b[2;3mThese parameters should be assigned priors inside a\u001b[0m\n",
"\u001b[2;3m PyMC model block before calling the \u001b[0m\n",
"\u001b[2;3m build_statespace_graph method. \u001b[0m\n"
"\u001B[2;3mThese parameters should be assigned priors inside a\u001B[0m\n",
"\u001B[2;3m PyMC model block before calling the \u001B[0m\n",
"\u001B[2;3m build_statespace_graph method. \u001B[0m\n"
]
},
"metadata": {},
Expand Down Expand Up @@ -1805,18 +1805,18 @@
"</pre>\n"
],
"text/plain": [
"\u001b[3m Model Requirements \u001b[0m\n",
"\u001B[3m Model Requirements \u001B[0m\n",
" \n",
" \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",
" \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",
" ───────────────────────────────────────────────── \n",
" 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",
" 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",
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
" sigma_obs \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
" 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",
" 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",
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
" sigma_obs \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
" \n",
"\u001b[2;3mThese parameters should be assigned priors inside a\u001b[0m\n",
"\u001b[2;3m PyMC model block before calling the \u001b[0m\n",
"\u001b[2;3m build_statespace_graph method. \u001b[0m\n"
"\u001B[2;3mThese parameters should be assigned priors inside a\u001B[0m\n",
"\u001B[2;3m PyMC model block before calling the \u001B[0m\n",
"\u001B[2;3m build_statespace_graph method. \u001B[0m\n"
]
},
"metadata": {},
Expand Down Expand Up @@ -2331,7 +2331,7 @@
],
"source": [
"airpass = pd.read_csv(\n",
" \"../tests/statespace/test_data/airpass.csv\",\n",
" \"../tests/statespace/_data/airpass.csv\",\n",
" parse_dates=True,\n",
" date_format=\"%Y %b\",\n",
" index_col=0,\n",
Expand Down Expand Up @@ -2414,20 +2414,20 @@
"</pre>\n"
],
"text/plain": [
"\u001b[3m Model Requirements \u001b[0m\n",
"\u001B[3m Model Requirements \u001B[0m\n",
" \n",
" \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",
" \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",
" ───────────────────────────────────────────────────────────────────────────────── \n",
" 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",
" 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",
" 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",
" 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",
" 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",
" 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",
" sigma_state \u001b[3;35mNone\u001b[0m Positive \u001b[3;35mNone\u001b[0m \n",
" 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",
" 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",
" 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",
" 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",
" 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",
" 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",
" sigma_state \u001B[3;35mNone\u001B[0m Positive \u001B[3;35mNone\u001B[0m \n",
" \n",
"\u001b[2;3mThese parameters should be assigned priors inside a PyMC model block before calling\u001b[0m\n",
"\u001b[2;3m the build_statespace_graph method. \u001b[0m\n"
"\u001B[2;3mThese parameters should be assigned priors inside a PyMC model block before calling\u001B[0m\n",
"\u001B[2;3m the build_statespace_graph method. \u001B[0m\n"
]
},
"metadata": {},
Expand Down
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