MAINT: Cor nearest factor tests #1851

merged 2 commits into from Jul 29, 2014


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Change bare asserts to numpy asserts.

kshedden added some commits Jul 29, 2014
@kshedden kshedden Change bare asserts to numpy asserts 3d74707
@kshedden kshedden Fix assert

Coverage Status

Coverage remained the same when pulling 7374fbb on kshedden:cor_nearest_maint into 48f7a21 on statsmodels:master.

@kshedden kshedden changed the title from Cor nearest maint to MAINT: Cor nearest factor tests Jul 29, 2014
@josef-pkt josef-pkt commented on the diff Jul 29, 2014
@@ -293,7 +293,7 @@ def project(x):
x = np.random.normal(size=dm)
rslt = _spg_optim(obj, grad, x, project)
xnew = rslt.params
- assert(obj(xnew) < 1e-4)
+ assert_almost_equal(obj(xnew), 0, decimal=3)
josef-pkt Jul 29, 2014 Member

assert_allclose allows better control over tolerance
i.e, atol=5e-3 and rtol=0 or irrelevant in this case

I think assert_almost_equal is now only interesting in the case when we have reference numbers with a printed precision given by the number of decimals.


I'm merging this to see what the results on Ubuntu are.
Trying out the test case on my computer, the tests would pass at atol=5e-5.

If we loose a lot of precision on some machines, then there might be some other problems in the code.

@josef-pkt josef-pkt merged commit 15975a7 into statsmodels:master Jul 29, 2014

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@josef-pkt josef-pkt added the PR label Aug 11, 2014
@josef-pkt josef-pkt added the type-test label Aug 24, 2014
@josef-pkt josef-pkt added this to the 0.6 milestone Aug 24, 2014
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