[ENH] added piecewise_multinomial function to datagen.py

[JonathanBechtel]

Reference Issues/PRs

PR #3363

What does this implement/fix? Explain your changes.

In order to complete the unit tests for importing different modules in HMMLearn, additional data generation functions needed to be written for the appropriate modules. This pull requests added a function called piecewise_multinomial that generates multinomial data to be used in unit tests.

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

Making sure the random number generation works in a way that's compatible with the way HMMLearn will ingest it.

PR checklist

For all contributions

• [ X] The PR title starts with either [ENH], [MNT], [DOC], or [BUG] indicating whether the PR topic is related to enhancement, maintenance, documentation, or bug.

[miraep8]

Just small non-blocking comment. However - may I also request that if you haven't already added yourself as a contributor to sktime that you do so now? :) Cheers!

[lmmentel]

Thanks @JonathanBechtel 🙌 Overall looks good. I left a few comments that I hope can make the code a bit more robust.

[JonathanBechtel]

@lmmentel @miraep8 Thank you, will update accordingly.

[miraep8]

This should be merge-able once those changes are propagated! :) Happy to take another look then!

[JonathanBechtel]

@lmmentel @miraep8 Made the suggested changes, thank you for the tips. To recap:

• updated docstrings to include more detail about output of function
• removed assert statements and changed them to if statements w/ a raise statement as suggested
• changed pvals to p_vals to make arguments more clear

Thanks again for looking at it.

[lmmentel]

LGTM!

[miraep8]

Looks great to me as well! Thanks for addressing all the change requests! :) 🎉