ó
áp7]c           @   s  d  Z  d d l Z d d l m Z d d l Z d d l m Z 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 „  Z e e e e g Z e e e e g Z e j j d e e e ƒ ƒ d „  ƒ Z  d	 „  Z! d S(
   s5   
Created on Tue Nov 08 22:28:48 2011

@author: josef
iÿÿÿÿN(   t   zip(   t   assert_equalt   assert_almost_equal(   t   maxabst   meanabst	   medianabst
   medianbiast   mset   rmset   varet   aict	   aic_sigmat   aicct
   aicc_sigmat   biast   bict	   bic_sigmat   hqict
   hqic_sigmat   iqrc          C   sÂ  t  j d ƒ j d d ƒ }  t  j d. ƒ } t t |  | ƒ d t  j d ƒ ƒ t t |  | d d ƒd t  j d ƒ ƒ t t |  | d d  ƒd ƒ t t |  | ƒ t  j d d	 d
 d d g ƒ ƒ t t |  | d d ƒt  j d d d d g ƒ ƒ t	 t
 |  | ƒ t  j d d d d d g ƒ ƒ t	 t
 |  | d d ƒt  j d d d d g ƒ ƒ t t |  | ƒ t  j d d d d d g ƒ ƒ t t |  | d d ƒt  j d d d  d g ƒ ƒ t t |  | ƒ t  j d! d" d# d$ d% g ƒ ƒ t t |  | d d ƒt  j d& d' d( d g ƒ ƒ t t |  | d d) ƒt  j d! d" d# d$ d% g ƒ ƒ t t |  | ƒ t  j d* d" d# d$ d% g ƒ ƒ t t |  | d d ƒt  j d+ d' d( d g ƒ ƒ t t |  | ƒ t  j d* d" d# d$ d% g ƒ ƒ t t |  | d d ƒt  j d+ d' d( d g ƒ ƒ t t |  | ƒ t  j d* d" d# d$ d% g ƒ ƒ t t |  | d d ƒt  j d+ d' d( d g ƒ ƒ t t |  | ƒ t  j d, d, d, d, d, g ƒ ƒ t t |  | d d ƒt  j d- d- d- d- g ƒ ƒ d  S(/   Ni   i   i   t   axisi   i   i	   g     `R@g     àU@g     àY@g     `^@g     °a@g      @g      C@g     À^@g      p@gO6ŠQ|%!@gâ{ûJRµ"@gLW,UÔX$@gU–tÖŸ&@g2ªãnÊ'@gn]ÿèz¶û?g§Ä$\¨@g„+ÍZ.&@gúãø0@g      ,@g      .@g      0@g      1@g      2@g       @g      *@g      @g      @g      !@g      #@g      %@gffffffö?g      @g      &@i    g      @g      ð?g     @?@g       @(   i   i   (   t   npt   aranget   reshapet   onesR   R   t   NoneR   t   arrayR   R   R   R   R   R   R   R	   (   t   xt   y(    (    sI   lib/python2.7/site-packages/statsmodels/tools/tests/test_eval_measures.pyt   test_eval_measures   sR    #)s	   ic,ic_sigc         C   sØ   |  t  j d ƒ d d ƒ j t  j k s- t ‚ | t  j d ƒ d d ƒ j t  j k sZ t ‚ t |  d d t  j d ƒ d d ƒ d | d d d ƒ d d ƒt | t  j d ƒ d d d t ƒ| d d d ƒ d d ƒd  S(   Ni   i
   g      $Àg       @t   decimali   t   islog(   R   R   t   dtypet   floatt   AssertionErrorR   t   logt   True(   t   ict   ic_sig(    (    sI   lib/python2.7/site-packages/statsmodels/tools/tests/test_eval_measures.pyt   test_ic_equivalenceM   s    --'!c          C   sß   d }  d } t  t d d d ƒ d | d d ƒt  t d d d ƒ t d |  | ƒ d | | d |  | d d d ƒt  t d d d ƒ t j |  ƒ | d d ƒt  t d d d ƒ d t j t j |  ƒ ƒ | d d ƒd  S(   Ni
   i   i    R   i   g      ð?(   R   R
   R   R   R   R#   R   (   t   nt   k(    (    sI   lib/python2.7/site-packages/statsmodels/tools/tests/test_eval_measures.pyt   test_ic]   s    #5,("   t   __doc__t   pytestt   statsmodels.compat.pythonR    t   numpyR   t   numpy.testingR   R   t   statsmodels.tools.eval_measuresR   R   R   R   R   R   R	   R
   R   R   R   R   R   R   R   R   R   R   t   icst   ics_sigt   markt   parametrizeR'   R*   (    (    (    sI   lib/python2.7/site-packages/statsmodels/tools/tests/test_eval_measures.pyt   <module>   s   p	6'