ó
áp7]c           @   sû  d  d l  Z d  d l Z d  d l j Z d  d l m Z m	 Z	 m
 Z
 d  d l m Z d  d l m Z d d l m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m Z m  Z  d d g Z! d	 e" f d
 „  ƒ  YZ# i e d8 6e d9 6e d: 6e d; 6e d< 6e d= 6e d> 6e d? 6e d@ 6e dA 6e dB 6e dC 6e dD 6e dE 6e dF 6Z$ d d d „ Z% d „  Z& d e# f d „  ƒ  YZ' d e# f d „  ƒ  YZ( d e# f d „  ƒ  YZ) d e# f d „  ƒ  YZ* d e# f d „  ƒ  YZ+ d e# f d  „  ƒ  YZ, d! e# f d" „  ƒ  YZ- d# e# f d$ „  ƒ  YZ. d% e# f d& „  ƒ  YZ/ d' e# f d( „  ƒ  YZ0 d) e# f d* „  ƒ  YZ1 d+ e# f d, „  ƒ  YZ2 d- e# f d. „  ƒ  YZ3 d/ e# f d0 „  ƒ  YZ4 d1 e# f d2 „  ƒ  YZ5 d3 e# f d4 „  ƒ  YZ6 d5 „  Z7 d6 „  Z8 d7 „  Z9 d S(G   iÿÿÿÿN(   t   assert_allcloset   assert_equalt   assert_almost_equal(   t	   dmatrices(   t   QuantRegi   (   t   biweight_chamberlaint   biweight_hsheathert   biweight_bofingert   cosine_chamberlaint   cosine_hsheathert   cosine_bofingert   gaussian_chamberlaint   gaussian_hsheathert   gaussian_bofingert   epan2_chamberlaint   epan2_hsheathert   epan2_bofingert   parzen_chamberlaint   parzen_hsheathert   parzen_bofingert   epanechnikov_hsheather_q75t	   Rquantregt   incomet	   Interceptt   CheckModelResultsMixinc           B   sk   e  Z d  „  Z d „  Z d „  Z d „  Z d „  Z d „  Z d „  Z d „  Z	 d „  Z
 d	 „  Z d
 „  Z RS(   c         C   sC   t  t j |  j j j t ƒ |  j j d  d  … d f d d ƒd  S(   Ni    t   rtolgü©ñÒMbP?(	   R    t   npt   ravelt   res1t   paramst   loct   idxt   res2t   table(   t   self(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_params   s    c         C   sV   t  |  j j d ƒ t t j |  j j j t ƒ |  j	 j
 d  d  … d f d d ƒd  S(   Ni   R   gü©ñÒMbP?(   R   R   t   scaleR    R   R   t   bseR   R   R    R!   (   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_bse   s    c         C   sC   t  t j |  j j j t ƒ |  j j d  d  … d f d d ƒd  S(   Ni   R   g{®Gáz„?(	   R    R   R   R   t   tvaluesR   R   R    R!   (   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_tvalues   s    c         C   s±   t  j j j |  j j d  d  … d f |  j j ƒ } t t j	 |  j
 j j t ƒ | d d ƒt  j j j |  j
 j |  j j ƒ d } t t j	 |  j
 j ƒ | d d d d ƒd  S(   Ni   R   gš™™™™™ñ?g•Ö&è.>t   atolg»½×Ùß|Û=(   t   scipyt   statst   tt   sfR    R!   t   df_rR    R   R   R   t   pvaluesR   R   R'   (   R"   t   pvals_statat   pvals_t(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_pvalues#   s    4(c         C   sC   t  |  j j ƒ  j t |  j j d  d  … d d  … f d d ƒd  S(   NiþÿÿÿR   gü©ñÒMbP?(   R    R   t   conf_intR   R   R    R!   (   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_conf_int-   s    c         C   s#   t  |  j j |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   t   nobsR    t   N(   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt	   test_nobs1   s    c         C   s#   t  |  j j |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   t   df_modelR    t   df_m(   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_df_model4   s    c         C   s#   t  |  j j |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   t   df_residR    R.   (   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_df_resid7   s    c         C   s#   t  |  j j |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   t	   prsquaredR    t
   psrsquared(   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_prsquared:   s    c         C   s,   t  t j |  j j ƒ |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   t   arrayR   t   sparsityR    (   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_sparsity=   s    c         C   s,   t  t j |  j j ƒ |  j j d d ƒd  S(   NR   gü©ñÒMbP?(   R    R   R@   R   t	   bandwidthR    t   kbwidth(   R"   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_bandwidthA   s    (   t   __name__t
   __module__R#   R&   R(   R2   R4   R7   R:   R<   R?   RB   RE   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyR      s   				
						t   biwt   bofingert   chamberlaint	   hsheathert   cost   gaut   part   epac         C   sq   t  j j j ƒ  j } t d | d d ƒ\ } } t | | ƒ j d d d |  d | ƒ } t |  | f } | | f S(   Ns   foodexp ~ incomet   return_typet	   dataframet   vcovt   iidt   kernelRC   (	   t   smt   datasetst   engelt   load_pandast   dataR   R   t   fitt   d(   RT   RC   RY   t   yt   Xt   statsmt   stata(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt	   setup_funa   s
    'c          C   s¯   t  j j j ƒ  j }  t d |  d d ƒ\ } } t | | ƒ j d d ƒ } t t	 j
 | j ƒ t j d ƒ t t	 j
 | j ƒ  ƒ t j d ƒ t t	 j
 | j ƒ t j d ƒ d  S(   Ns   foodexp ~ incomeRP   RQ   t   qgš™™™™™¹?i   (   RU   RV   RW   RX   RY   R   R   RZ   R   R   R@   t   fittedvaluesR   t   predictt   residt	   residuals(   RY   R\   R]   t   res(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_fitted_residualsi   s    "t   TestEpanechnikovHsheatherQ75c           B   s   e  Z e d  „  ƒ Z RS(   c      	   C   sm   t  j j j ƒ  j } t d | d d ƒ\ } } t | | ƒ j d d d d d d	 d
 d ƒ |  _ t	 |  _
 d  S(   Ns   foodexp ~ incomeRP   RQ   Ra   g      è?RR   RS   RT   RO   RC   RK   (   RU   RV   RW   RX   RY   R   R   RZ   R   R   R    (   t   clsRY   R\   R]   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   setup_classu   s
    $(   RF   RG   t   classmethodRj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRh   s   s   t   TestEpanechnikovBofingerc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRO   RI   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj      s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRl   ~   s   t   TestEpanechnikovChamberlainc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRO   RJ   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   …   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRm   „   s   t   TestEpanechnikovHsheatherc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRO   RK   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   ‹   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRn   Š   s   t   TestGaussianBofingerc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRM   RI   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   ‘   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRo      s   t   TestGaussianChamberlainc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRM   RJ   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   —   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRp   –   s   t   TestGaussianHsheatherc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRM   RK   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj      s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRq   œ   s   t   TestBiweightBofingerc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRH   RI   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   £   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRr   ¢   s   t   TestBiweightChamberlainc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRH   RJ   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   ©   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRs   ¨   s   t   TestBiweightHsheatherc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRH   RK   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   ¯   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRt   ®   s   t   TestCosineBofingerc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRL   RI   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   µ   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRu   ´   s   t   TestCosineChamberlainc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRL   RJ   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   »   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRv   º   s   t   TestCosineHsheatherc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRL   RK   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   Á   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRw   À   s   t   TestParzeneBofingerc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRN   RI   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   Ç   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRx   Æ   s   t   TestParzeneChamberlainc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRN   RJ   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   Í   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRy   Ì   s   t   TestParzeneHsheatherc           B   s   e  Z e d  „  ƒ Z RS(   c         C   s   t  d d ƒ \ |  _ |  _ d  S(   NRN   RK   (   R`   R   R    (   Ri   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRj   Ó   s    (   RF   RG   Rk   Rj   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyRz   Ò   s   c          C   s"  t  j d d g d d g d d g d d g g d t  j ƒ}  t  j d d d d g d t  j ƒ} t | |  ƒ j d d	 d
 ƒ} | j ƒ  t | j t  j d d g ƒ d d d d ƒt | j t  j d d g ƒ d d d d ƒt | j	 t  j d d d d g ƒ d d d d ƒt  j d d g d d g d d g d d g g d t  j ƒ}  t  j d d d d g d t  j ƒ} t | |  ƒ j d d	 d
 ƒ} | j ƒ  t | j t  j d d g ƒ d d d d ƒt | j t  j d d g ƒ d d d d ƒt | j	 t  j d d d d g ƒ d d d d ƒd  S(   Ni   i    gÍÌÌÌÌÌ @gÍÌÌÌÌÌ@t   dtypei   i   g      à?RC   RJ   g        gÉ|zK½÷î?R   g-Cëâ6?R)   g#B’¡œÇ;g·±~Øwê¦?gjÈ²?Ô¦‡?g‹'*7+„ ?g]Á¥„ ¿gþŒÕ¯>gš™™™™™¹?g6‡¾VÔ×z>gñ•'­KÏ¦?g÷ü¥×¨‡?g6‡¾VÔ×z¾gì)ºð*„ ?gŠÉ…„ ¿g·½/Á¯>(
   R   R@   t   float64R   RZ   t   summaryR    R   R%   Rd   (   R]   R\   Rf   (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_zero_residç   s2    <$
			<$
$c          C   sÄ   t  j d d g d d g d d g d d g g d t  j ƒ}  t  j d d d d g d t  j ƒ} t | |  ƒ j d d	 d
 d t ƒ} | j ƒ  } d t | ƒ k s¨ t ‚ d t | ƒ k sÀ t ‚ d  S(   Ni   i    gÍÌÌÌÌÌ @gÍÌÌÌÌÌ@R{   i   i   g      à?RC   RJ   t   use_ts   P>|t|s   P>|z|(	   R   R@   R|   R   RZ   t   TrueR}   t   strt   AssertionError(   R]   R\   Rf   t   summ(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_use_t_summary
  s    <$$c          C   sÊ   t  j d d g d d g d d g d d g g d t  j ƒ}  t  j d d d d g d t  j ƒ} t | |  ƒ j d d	 d
 d t ƒ} | j d d ƒ } d t | ƒ k s® t ‚ d t | ƒ k sÆ t ‚ d  S(   Ni   i    gÍÌÌÌÌÌ @gÍÌÌÌÌÌ@R{   i   i   g      à?RC   RJ   R   t   alphagš™™™™™É?s   [0.025      0.975]s   [0.1        0.9](	   R   R@   R|   R   RZ   R€   R}   R   R‚   (   R]   R\   Rf   t   summ_20(    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   test_alpha_summary  s    <$$(   RH   RI   (   RH   RJ   (   RH   RK   (   RL   RI   (   RL   RJ   (   RL   RK   (   RM   RI   (   RM   RJ   (   RM   RK   (   RN   RI   (   RN   RJ   (   RN   RK   (   RO   RI   (   RO   RJ   (   RO   RK   (:   t   scipy.statsR*   t   numpyR   t   statsmodels.apit   apiRU   t   numpy.testingR    R   R   t   patsyR   t*   statsmodels.regression.quantile_regressionR   t#   results.results_quantile_regressionR   R   R   R   R	   R
   R   R   R   R   R   R   R   R   R   R   R   R   t   objectR   R[   R`   Rg   Rh   Rl   Rm   Rn   Ro   Rp   Rq   Rr   Rs   Rt   Ru   Rv   Rw   Rx   Ry   Rz   R~   R„   R‡   (    (    (    sT   lib/python2.7/site-packages/statsmodels/regression/tests/test_quantile_regression.pyt   <module>   sX   p1

	
	#	
