testing

sktime/proba/tests/test_all_distrs.py

@@ -8,6 +8,7 @@
 import pandas as pd
 import pytest
 
+from sktime.datatypes import check_is_mtype
 from sktime.tests.test_all_estimators import BaseFixtureGenerator, QuickTester
 
 
@@ -108,6 +109,26 @@ def test_methods_p(self, estimator_instance, method):
 
         _check_output_format(res, d, method)
 
+    @pytest.mark.parametrize("q", [0.7, [0.1, 0.3, 0.9]])
+    def test_quantile(self, estimator_instance, q):
+        """Test expected return of quantile method."""
+        if not _has_capability(estimator_instance, "ppf"):
+            return None
+
+        d = estimator_instance
+
+        def _check_quantile_output(obj, q):
+            assert check_is_mtype(obj, "pred_quantiles", "Proba")
+            assert (obj.index == d.index).all()
+
+            if not isinstance(q, list):
+                q = [q]
+            expected_columns = pd.MultiIndex.from_product([d.columns, q])
+            assert (obj.columns == expected_columns).all()
+
+        res = d.quantile(q)
+        _check_quantile_output(res, q)
+
 
 def _check_output_format(res, dist, method):
     """Check output format expectations for BaseDistribution tests."""