[MNT] fix and sharpen soft dependency isolation logic for statsmodels and pmdarima

sktime/forecasting/ardl.py

@@ -204,6 +204,7 @@ class ARDL(_StatsModelsAdapter):
         "enforce_index_type": None,  # index type that needs to be enforced in X/y
         "capability:pred_int": False,  # does forecaster implement proba forecasts?
         "python_version": None,  # PEP 440 python version specifier to limit versions
+        "python_dependencies": "statsmodels>=0.13.0",
     }
 
     def __init__(

sktime/forecasting/base/tests/test_base.py

@@ -14,17 +14,19 @@
 from sktime.datatypes import check_is_mtype, convert
 from sktime.datatypes._utilities import get_cutoff, get_window
 from sktime.forecasting.arima import ARIMA
+from sktime.forecasting.theta import ThetaForecaster
+from sktime.forecasting.var import VAR
 from sktime.utils._testing.hierarchical import _make_hierarchical
 from sktime.utils._testing.panel import _make_panel
 from sktime.utils._testing.series import _make_series
-from sktime.utils.validation._dependencies import _check_soft_dependencies
+from sktime.utils.validation._dependencies import _check_estimator_deps
 
 PANEL_MTYPES = ["pd-multiindex", "nested_univ", "numpy3D"]
 HIER_MTYPES = ["pd_multiindex_hier"]
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("mtype", PANEL_MTYPES)
@@ -73,7 +75,7 @@ def test_vectorization_series_to_panel(mtype):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("mtype", HIER_MTYPES)
@@ -126,7 +128,7 @@ def test_vectorization_series_to_hier(mtype):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("method", PROBA_DF_METHODS)
@@ -162,7 +164,7 @@ def test_vectorization_series_to_panel_proba(method, mtype):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("method", PROBA_DF_METHODS)
@@ -198,7 +200,7 @@ def test_vectorization_series_to_hier_proba(method, mtype):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("method", PROBA_DF_METHODS)
@@ -219,7 +221,7 @@ def test_vectorization_preserves_row_index_names(method):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("pmdarima", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for ARIMA not available",
 )
 @pytest.mark.parametrize("mtype", HIER_MTYPES)
@@ -275,14 +277,12 @@ def test_vectorization_multivariate(mtype, exogeneous):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps([ThetaForecaster, VAR], severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_dynamic_tags_reset_properly():
     """Test that dynamic tags are being reset properly."""
     from sktime.forecasting.compose import MultiplexForecaster
-    from sktime.forecasting.theta import ThetaForecaster
-    from sktime.forecasting.var import VAR
 
     # this forecaster will have the scitype:y tag set to "univariate"
     f = MultiplexForecaster([("foo", ThetaForecaster()), ("var", VAR())])
@@ -295,14 +295,13 @@ def test_dynamic_tags_reset_properly():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ThetaForecaster, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_predict_residuals():
     """Test that predict_residuals has no side-effect."""
     from sktime.forecasting.base import ForecastingHorizon
     from sktime.forecasting.model_selection import temporal_train_test_split
-    from sktime.forecasting.theta import ThetaForecaster
 
     y = _make_series(n_columns=1)
     y_train, y_test = temporal_train_test_split(y)
@@ -318,7 +317,7 @@ def test_predict_residuals():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 @pytest.mark.parametrize("nullable_type", ["Int64", "Float64", "boolean"])

sktime/forecasting/compose/_pipeline.py

@@ -1571,7 +1571,7 @@ def get_test_params(cls, parameter_set="default"):
         params1 = {"forecaster_X": fx, "forecaster_y": fy}
 
         # example with probabilistic capability
-        if _check_soft_dependencies("statsmodels", severity="none"):
+        if _check_soft_dependencies("pmdarima", severity="none"):
             from sktime.forecasting.arima import ARIMA
 
             fy_proba = ARIMA()

sktime/forecasting/model_selection/tests/test_tune.py

@@ -35,7 +35,7 @@
 from sktime.performance_metrics.forecasting.probabilistic import CRPS, PinballLoss
 from sktime.transformations.series.detrend import Detrender
 from sktime.utils._testing.hierarchical import _make_hierarchical
-from sktime.utils.validation._dependencies import _check_soft_dependencies
+from sktime.utils.validation._dependencies import _check_estimator_deps
 
 TEST_METRICS = [MeanAbsolutePercentageError(symmetric=True), MeanSquaredError()]
 TEST_METRICS_PROBA = [CRPS(), PinballLoss()]
@@ -171,7 +171,7 @@ def test_gscv_hierarchical(forecaster, param_grid, cv, scoring, error_score):
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARIMA, severity="none"),
     reason="skip test if required soft dependency for hmmlearn not available",
 )
 @pytest.mark.parametrize("scoring", TEST_METRICS_PROBA)

sktime/forecasting/tests/test_ardl.py

@@ -8,11 +8,11 @@
 from sktime.datasets import load_macroeconomic
 from sktime.forecasting.ardl import ARDL
 from sktime.forecasting.base import ForecastingHorizon
-from sktime.utils.validation._dependencies import _check_soft_dependencies
+from sktime.utils.validation._dependencies import _check_estimator_deps
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_against_statsmodels():
@@ -41,7 +41,7 @@ def test_against_statsmodels():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_against_statsmodels_2():
@@ -73,7 +73,7 @@ def test_against_statsmodels_2():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_against_statsmodels_3():
@@ -101,7 +101,7 @@ def test_against_statsmodels_3():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_against_statsmodels_4():
@@ -128,7 +128,7 @@ def test_against_statsmodels_4():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_auto_ardl():
@@ -162,7 +162,7 @@ def test_auto_ardl():
 
 
 @pytest.mark.skipif(
-    not _check_soft_dependencies("statsmodels", severity="none"),
+    not _check_estimator_deps(ARDL, severity="none"),
     reason="skip test if required soft dependency not available",
 )
 def test_against_statsmodels_5():

sktime/transformations/hierarchical/tests/test_reconcile.py

@@ -33,7 +33,7 @@
 @pytest.mark.parametrize("flatten", flatten_list)
 @pytest.mark.parametrize("no_levels", level_list)
 def test_reconciler_fit_transform(method, flatten, no_levels):
-    """Tests fit_trasnform and output of reconciler.
+    """Tests fit_transform and output of reconciler.
 
     Raises
     ------