Merge pull request #6433 from ChadFulton/fix-rs-edf

TST/BUG: use reset_randomstate
statsmodels · Feb 5, 2020 · bf9bd49 · bf9bd49
2 parents eab778c + 94b2ad8
commit bf9bd49
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py b/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py
@@ -998,7 +998,7 @@ def test_irrelevant_state():
                     res2.filtered_state[0, 25:], atol=1e-5)
 
 
-def test_nondiagonal_obs_cov():
+def test_nondiagonal_obs_cov(reset_randomstate):
     # All diffuse handling is done using the univariate filtering approach,
     # even if the usual multivariate filtering method is being used for the
     # other periods. This means that if the observation covariance matrix is
@@ -1017,4 +1017,5 @@ def test_nondiagonal_obs_cov():
     assert_allclose(res1.filtered_state, res2.filtered_state)
     assert_allclose(res1.filtered_state_cov, res2.filtered_state_cov)
     assert_allclose(res1.smoothed_state, res2.smoothed_state)
-    assert_allclose(res1.smoothed_state_cov, res2.smoothed_state_cov)
+    assert_allclose(res1.smoothed_state_cov, res2.smoothed_state_cov,
+                    atol=1e-7)