ó áp7]c@`sdZddlmZmZmZddlmZddlZddlZ ddl Z ddl Z ddl Z ddlmZddlmZddlmZddlmZmZd d lmZdd lmZmZiejd 6ejd 6ejd6ejd6Z iej!d 6ej"d 6ej#d6ej$d6Z%e j&j'e j&j(e)ƒƒZ*de+fd„ƒYZ,de,fd„ƒYZ-de,fd„ƒYZ.de,fd„ƒYZ/de,fd„ƒYZ0de,fd„ƒYZ1de,fd„ƒYZ2de2fd„ƒYZ3d e2fd!„ƒYZ4d"e2fd#„ƒYZ5d$e,fd%„ƒYZ6d&e+fd'„ƒYZ7d(e7fd)„ƒYZ8d*e7fd+„ƒYZ9d,e7fd-„ƒYZ:d.e:fd/„ƒYZ;d0e:fd1„ƒYZ<d2e:fd3„ƒYZ=d4e7fd5„ƒYZ>e?d6„Z@e?d7„ZAd8„ZBdS(9sŒ Tests for _representation and _kalman_filter modules Author: Chad Fulton License: Simplified-BSD References ---------- Kim, Chang-Jin, and Charles R. Nelson. 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications". MIT Press Books. The MIT Press. Hamilton, James D. 1994. Time Series Analysis. Princeton, N.J.: Princeton University Press. i(tdivisiontabsolute_importtprint_function(tcPickleN(tfind_best_blas_type(tsolve_discrete_lyapunov(tMLEModel(t_representationt_kalman_filteri(tresults_kalman_filter(tassert_almost_equaltassert_allclosetstdtctzt Clark1987cB`sheZdZeeddd„ƒZed„ƒZed„ƒZd„Zd„Z d„Z d„Z RS( s> Clark's (1987) univariate unobserved components model of real GDP (as presented in Kim and Nelson, 1999) Test data produced using GAUSS code described in Kim and Nelson (1999) and found at http://econ.korea.ac.kr/~cjkim/SSMARKOV.htm See `results.results_kalman_filter` for more information. ic C`sÀtj|_tj|jdƒ|_tj|jddtjddddƒdd gƒ}tj|d ƒ|d <||_ ||_ tj |d d d d |ddƒ|_ d|_ }tj|ddfd |ddƒ|_ddddg|jdd…dd…df¡ttlogliketstate(RMR$R(tfiltered_state(R=((R=sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyt run_filteršs cC`s/t|jd|jdƒ|jddƒdS(NRRtstarti(R tresultR(tself((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyt 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loglikelihood and filtered states. cC`sZtjdƒtt|ƒjdtjddƒ|jƒ\|_|_ |j ƒ|_ dS(NsNot implementedRR&i( RlRmRnRsRCR$t complex64RKRIRMRURW(R=((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyRC s  cC`s2t|jd|jdƒ|jdddƒdS(NRRRVRpgü©ñÒMbP?(R RWR(RX((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyRYs$cC`sÁt|jdd|jd|jjdd…dfddƒt|jdd|jd|jjdd…dfddƒt|jdd|jd|jjdd…dfddƒdS( NRSiRVRqg{®Gáz„?iii(R RWRR"RZ(RX((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyR[s(RfRgRhRiRCRYR[(((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyRss tTestClark1987DoubleComplexcB`seZdZed„ƒZRS(s\ Basic double precision complex test for the loglikelihood and filtered states. cC`sJtt|ƒjdtddƒ|jƒ\|_|_|jƒ|_dS(NRR&i( RnRuRCtcomplexRKRIRMRURW(R=((sKlib/python2.7/site-packages/statsmodels/tsa/statespace/tests/test_kalman.pyRC/s 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