Bug in SSM with Windows OS

[IanGrimstead]

pygrams.py crashed out when StateSpaceModel internally generates NaN.

ssm.py: dfk_llm_vard func eventually gets inf in matrix P, which produces NaN in D and then Dinv. So from then on NaN spreads across the maths...

[IanGrimstead]

This test fails under Windows:

import unittest

from scripts.algorithms.ssm import StateSpaceModel




class SSMTests(unittest.TestCase):


    def test_StateSpaceModel_(self):

        quarterly_values = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
             0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
             4, 3]

        _, _1, smooth_series_s, _intercept = StateSpaceModel(quarterly_values).run_smoothing()